ShapelyValueRegression夏普利值计算.pdf

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1、GettingBetterRegressionResultswithShapleyValueRegressionPreparedbytheGfKResearchCenterforExcellenceBackgroundRegressionmodelsareaconvenientmethodforsummarizinghypotheticalcausalrelationshipsindata.Regressionmodelsdonotprovethatcausalrelationshipsexist,butinsteadtheysummar

2、izethelikelyeffectsifthemodelsareashypothesized.Regressionsareconvenientbecausealmosteveryoneinmanagementhasbeenexposedtoregressionatsomepointineithertheiracademicorbusinesscareerandthereforeamodelerdoesnothavetoovercomeobjectionsbasedonlackoffamiliarity.Unfortunately,the

3、highesteeminwhichregressionmodelsareoftenheld,isbasedonexperiencewithtextbookexampleswheretheresultsfitthehypothesesandmodelassumptionsarenotviolated.Intherealworld,useofregressionmodelsbecomesamuchbiggeradventure.UsesofRegressionModelsRegressionmodelscanbeusedfortwoveryd

4、ifferentpurposes.Manytimes,theprimarypurposeofamodelisprediction.Whichcustomersarelikelytorespondtoapromotion?Whichclientsarelikelytodefecttothecompetition?Howmuchrevenuewillweachievenextquarter?Ifallwewanttodoisapplyamodeltoachievegainsduetoitspredictiveabilitythenwearen

5、otinterestedinthecomponentsofthemodel.Aslongasthemodelpredictswellwearehappy.1Ontheotherhand,regressionmodelscanalsobeusedforinferenceabouttheconnectionbetweenthepredictorvariablesandthevariablebeingpredicted.Herewecarenotonlyhowaccurateourpredictionsarebutalsohowaccurate

6、ourestimatesofthemodelcoefficientsare.Insituationswherethepredictorsinamodelarecorrelatedthestandardlinearregressionprocedureproducescoefficientestimatesthathaveincreaseduncertainty.Inotherwords,theycanvaryquitealotwithlittlechangeinthecompositionofthesample.AssessingImpo

7、rtanceinaRegressionModelIfallofthepredictorvariablesinaregressionmodelareuncorrelatedwitheachotherthenassessingtherelativeimportanceofthevariouspredictorsisfairlystraightforward.Ifweconsiderthestandardizedregressioncoefficients(oftencalledBetacoefficients)theirinterpretat

8、ionisclear.Achangeof1standardunitinthevariableAwillresultinapredictedchangeofβAstandardunitsofou