Variable Importance
Open
- Dominant language
- Python
- Stars
- 20.4k
- Forks
- 4.6k
- Avg merge
- 19h 52m
- Merged PRs (30d)
- 1
Description
Hello, I ran this code `m.train_component_cols.T.dot(np.array(m.params['beta'])[0]).to_frame()`
to get a list of betas for my model.
1. Is there a way for us to rank how important the contribution is for each beta without fitting the model with and without a regressor?
2. Is there a way to determine if a beta value is statistically significant?
Thanks!
Contributor guide
Assessment
This issue has not been assessed yet.