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Do not adjust coefficients in Shapley value regression

✍ Scribed by Ulrike Grömping; Sabine Landau

Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
115 KB
Volume
26
Category
Article
ISSN
1524-1904

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✦ Synopsis

Abstract

Shapley value regression consists of assessing relative importance and accordingly adjusting regression coefficients. It is argued that adjustment of coefficients is unnecessary and even misleading for practically relevant situations. Examples are given, and an alternative procedure is proposed for situations for which the coefficients are requested to have a certain sign. Copyright © 2009 John Wiley & Sons, Ltd.

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