Relative Variable Importance

questions concerning analysis/theory using program MARK

Relative Variable Importance

Postby Bret Collier » Thu Aug 28, 2003 6:13 pm

I was just wondering if there is a standard for interpreting relative variable importance using summed Akaike weights across candidate model set. Burnham and Anderson (2002: pages 167-169) compare the summed weights to the Akaike weight of the "best fitting" model.

For example, if you have a best model with a Akaike weight of 0.40, with 3 predictors(A-C) across the model set with summed weights A=0.97, B=0.88, and C=0.27, you interpret them as A and B are substantially more important than C in the candidate model set.

But, if you have the same best fitting model (Akaike weight=0.40) with A=0.55, B=0.46, and C=0.35, is the interpretation the same? Or is the actual difference between the summed weights important? If so, what is the correct interpretation?

Any comments would be welcome.

Thanks in advance,
Bret Collier
 

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