[R] variable importance in ACE

[sxmishra@dukeengineering.com]

Dear List:

I am trying to fit a model y~(x1,x2,...,xn) using ACE, and would like to know
the relative importance of these variables with respect to the overall goodness
of fit.  One approach would be to run ACE multiple times, dropping one variable
at a time, to get the loss in R^2 corresponding to each of the variables, and
ranking them accordingly.  Is there a more elegant solution to this problem?

Thanks.


-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._