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http://hdl.handle.net/10419/52301
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| Title: | | Decomposing R2 with the Owen value  |
| Authors: | | Hüttner, Frank Sunder, Marco |
| Issue Date: | | 2011 |
| Series/Report no.: | | Working Paper // Universität Leipzig 100 |
| Abstract: | | 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. |
| Subjects: | | Shapley value Owen value OLS variance decomposition German Socio-Economic Panel |
| JEL: | | C20 |
| Document Type: | | Working Paper |
| Appears in Collections: | | Working Papers, Universität Leipzig
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