Compute nonparametric estimates of the variable importance parameter interpreted as the proportion of variability explained by including a group of covariates in the estimation technique.
onestep_based_estimator(full, reduced, y, type = "regression",
na.rm = FALSE)fitted values from a regression of the outcome on the full set of covariates.
fitted values from a regression of the fitted values from the full regression on the reduced set of covariates.
the outcome.
which parameter are you estimating (defaults to regression, for ANOVA-based variable importance)?
logical; should NA's be removed in computation? (defaults to FALSE)
The estimated variable importance for the given group of left-out covariates.
See the paper by Williamson, Gilbert, Simon, and Carone for more details on the mathematics behind this function and the definition of the parameter of interest.