Arbeitspapier
Decomposing R2 with the Owen value
We provide an axiomatization-based justification for applying the Owen value to decompose R2 in OLS models if prior knowledge can be used to form groups of regressor variables. The assumptions made by the axioms are not only plausible with respect to the variables but also clarify the meaning of the exogenous grouping of variables.
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Paper ; No. 100
- Klassifikation
-
Wirtschaft
Single Equation Models; Single Variables: General
- Thema
-
Shapley value
Owen value
OLS
variance decomposition
German Socio-Economic Panel
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Hüttner, Frank
Sunder, Marco
- Ereignis
-
Veröffentlichung
- (wer)
-
Universität Leipzig, Wirtschaftswissenschaftliche Fakultät
- (wo)
-
Leipzig
- (wann)
-
2011
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Hüttner, Frank
- Sunder, Marco
- Universität Leipzig, Wirtschaftswissenschaftliche Fakultät
Entstanden
- 2011
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