Hi,

I'm trying to do a Shapley value regression for determining the relative importance of each variable in the equation. The thing is that I need to extract the R^2 from all possible combinations of explanatory variables in the equation (in my case 10). Attached the formula for Shapley Value regr.

I've heard that it's possible to do this in SAS using PROC REG with selection=rsquare & PROC IML, the thing is that I don't know how SAS works.

Is there any way of get all R^2 with matrice algebra in ex. Minitab or SPSS?

Best Regards
Mobben

Hi,

I'm trying to do a Shapley value regression for determining the relative importance of each variable in the equation. The thing is that I need to extract the R^2 from all possible combinations of explanatory variables in the equation (in my case 10). Attached the formula for Shapley Value regr.

I've heard that it's possible to do this in SAS using PROC REG with selection=rsquare & PROC IML, the thing is that I don't know how SAS works.

Is there any way of get all R^2 with matrice algebra in ex. Minitab or SPSS?

Best Regards
Mobben
Hello Mobben ,
are you find your problem?
Else send me your .doc to see that !

Mimeides