qTarald

Compute the quantile for exact t test density using Taraldsen's methods

Consider a possibly nonlinear nonparametric regression
with p regressors. We provide evaluations by 13 methods to rank
regressors by their practical significance or importance using
various methods, including machine learning tools. Comprehensive
methods are as follows.
m6=Generalized partial correlation coefficient or
GPCC by Vinod (2021)<doi:10.1007/s10614-021-10190-x> and
Vinod (2022)<https://www.mdpi.com/1911-8074/15/1/32>.
m7= a generalization of psychologists' effect size incorporating
nonlinearity and many variables.
m8= local linear partial (dy/dxi) using the 'np' package for kernel
regressions.
m9= partial (dy/dxi) using the 'NNS' package.
m10= importance measure using the 'NNS' boost function.
m11= Shapley Value measure of importance (cooperative game theory).
m12 and m13= two versions of the random forest algorithm.
Taraldsen's exact density for sampling distribution of correlations added.

Hrishikesh Vinod

practicalSigni

Practical Significance Ranking of Regressors and Exact t Density

qTarald function

<dl><dt>n</dt>
<dd>number of observastions, n-1 is degrees of freedom</dd>
<dt>rho</dt>
<dd>True unknown population correlation coefficient, default=0</dd>
<dt>cum</dt>
<dd>cumulative probability for which quantile is needed</dd></dl>

Arguments

Prof. H. D. Vinod, Economics Dept., Fordham University, NY

Author

Compute the quantile for exact t test density using Taraldsen's methods — qTarald

<dl>

<dt>n</dt>
<dd>number of observastions, n-1 is degrees of freedom</dd>


<dt>rho</dt>
<dd>True unknown population correlation coefficient, default=0</dd>


<dt>cum</dt>
<dd>cumulative probability for which quantile is needed</dd>

</dl>

qTarald: Compute the quantile for exact t test density using Taraldsen's methods

Description

Usage

Value

Arguments

Author

References

See Also