Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/22579
Authors: 
Enache, Daniel
Weihs, Claus
Year of Publication: 
2004
Series/Report no.: 
Technical Report / Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2004,66
Abstract: 
When trying to interpret estimated parameters the researcher is interested in the (relative) importance of the individual predictors. However, if the predictors are highly correlated, the interpretation of coefficients, e.g. as economic ?multipliers?, is not applicable in standard regression or classification models. The goal of this paper is to develop a procedure to obtain such measures of importance for classification methods and to apply them to models for the classification of german business cycle phases.
Document Type: 
Working Paper

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