A Shapley-based decomposition of the R-Square of a linear regression

被引：39

作者：

Israeli O. ^{[1
]}

机构：

[1] Department of Economics, Ashkelon Academic College

来源：

The Journal of Economic Inequality | 2007年 / 5卷 / 2期

关键词：

Inequality decomposition; R-Square; Shapley value;

D O I：

10.1007/s10888-006-9036-6

中图分类号：

学科分类号：

摘要：

This note suggests a new way of determining the exact contributions of the explanatory variables to the R-Square of a linear regression. The proposed methodology combines the so-called Shapley approach (Chantreuil and Trannoy, Inequality decomposition values: the trade-off between marginality and consistency. THEMA Discussion Paper, Université de Cergy-Pontoise, France 1999; Shorrocks, Decomposition Procedures for Distributional Analysis: A Unified Framework Based on the Shapley Value (mimeo), University of Essex, 1999) with the Fields (Res. Labor Econ., 22:1-38, 2003) decomposition. © Springer Science+Business Media, Inc. 2006.

引用

页码：199 / 212

页数：13

共 12 条

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