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https://hdl.handle.net/10419/52301
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Hüttner, Frank | en |
dc.contributor.author | Sunder, Marco | en |
dc.date.accessioned | 2011-10-25 | - |
dc.date.accessioned | 2011-11-24T15:53:14Z | - |
dc.date.available | 2011-11-24T15:53:14Z | - |
dc.date.issued | 2011 | - |
dc.identifier.uri | http://hdl.handle.net/10419/52301 | - |
dc.description.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. | en |
dc.language.iso | eng | en |
dc.publisher | |aUniversität Leipzig, Wirtschaftswissenschaftliche Fakultät |cLeipzig | en |
dc.relation.ispartofseries | |aWorking Paper |x100 | en |
dc.subject.jel | C20 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | Shapley value | en |
dc.subject.keyword | Owen value | en |
dc.subject.keyword | OLS | en |
dc.subject.keyword | variance decomposition | en |
dc.subject.keyword | German Socio-Economic Panel | en |
dc.title | Decomposing R2 with the Owen value | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 670511404 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:leiwps:100 | en |
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