Font Size:
A test for variable importance
Last modified: 2018-05-17
Abstract
Statistical literature is being more and more concerned with debates about hypothesis testing and p-values supporting the significance of a given variable specification. Specifically, if on one hand statistical foundations about significance are not arguable, scholars should be able to distinguish between significance and variable importance. This is a matter of serious concern in questionnaire analysis to derive respondents' profiles and develop targeted marketing strategies, for instance. To this aim, this contribution proposes a hypothesis system that considers the normalized dissimilarity measure to assess the importance of explanatory variables in the setting of mixture models for ordinal data to account for uncertainty of choice.
References
Bragoli, D., Ganugi, P., Ianulardo, G.: Gini's transvariation analysis: an application on financial crises in developing countries. Empirica 40, 153--174 (2013)
D'Elia A., Piccolo D.: A mixture model for preference data analysis. Comput. Stat. Data An. 49, 917--934 (2005)
Demidenko, E.: The p-values You Can't Buy. The American Statistician. 70, 33--38 (2016)
Deutsch,J., Silber, J.: Gini's ''Transvariazione'' and the measurement of distance between distributions. Empirical Economics 22(4), 547--554 (1997)
Forcina, A., Galmacci, G.: On the distribution of the Index of Dissimilarity. Metron 32, 361--374 (1974)
Gini, C.: Il concetto di transvariazione e le sue prime applicazioni. in: Transvariazione, Gini, C. ed., Libreria Goliardica, Roma (1916)
Gini, C.: La dissomiglianza. Metron, 85--215 (1965)
Girone, G., Nannavecchia, A.: The distribution of an Index of Dissimilarity for two samples from a Uniform Population. Applied Mathematics 4, 1028--1037 (2013)
Leti, G. tatistica descrittiva. Il Mulino, Bologna. (1983).
Manca, F., Marin, C.: Simulated Sample Behaviour of a Dissimilarity Index when Sampling from Populations differing by a location parameter only. Applied Mathematics 5, 2199--2208 (2014)
Mazza, A., Punzo, A.: On the Upward Bias of the Dissimilarity Index and Its Corrections. Sociological Methods and Research 44(1), 80-- 107 (2015)
D'Elia A., Piccolo D.: A mixture model for preference data analysis. Comput. Stat. Data An. 49, 917--934 (2005)
Demidenko, E.: The p-values You Can't Buy. The American Statistician. 70, 33--38 (2016)
Deutsch,J., Silber, J.: Gini's ''Transvariazione'' and the measurement of distance between distributions. Empirical Economics 22(4), 547--554 (1997)
Forcina, A., Galmacci, G.: On the distribution of the Index of Dissimilarity. Metron 32, 361--374 (1974)
Gini, C.: Il concetto di transvariazione e le sue prime applicazioni. in: Transvariazione, Gini, C. ed., Libreria Goliardica, Roma (1916)
Gini, C.: La dissomiglianza. Metron, 85--215 (1965)
Girone, G., Nannavecchia, A.: The distribution of an Index of Dissimilarity for two samples from a Uniform Population. Applied Mathematics 4, 1028--1037 (2013)
Leti, G. tatistica descrittiva. Il Mulino, Bologna. (1983).
Manca, F., Marin, C.: Simulated Sample Behaviour of a Dissimilarity Index when Sampling from Populations differing by a location parameter only. Applied Mathematics 5, 2199--2208 (2014)
Mazza, A., Punzo, A.: On the Upward Bias of the Dissimilarity Index and Its Corrections. Sociological Methods and Research 44(1), 80-- 107 (2015)
Full Text:
PDF