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Evaluating Predictors of Dispersion: A Comparison of Dominance Analysis and Bayesian Model Averaging

Shou, Yiyun; Smithson, Michael

Description

Conventional measures of predictor importance in linear models are applicable only when the assumption of homoscedasticity is satisfied. Moreover, they cannot be adapted to evaluating predictor importance in models of heteroscedasticity (i.e., dispersion), an issue that seems not to have been systematically addressed in the literature. We compare two suitable approaches, Dominance Analysis (DA) and Bayesian Model Averaging (BMA), for simultaneously evaluating predictor importance in models of...[Show more]

CollectionsANU Research Publications
Date published: 2015
Type: Journal article
URI: http://hdl.handle.net/1885/70948
Source: Psychometrika
DOI: 10.1007/s11336-013-9375-8

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