Compute standard error estimates for estimates of the variable importance parameter interpreted as the proportion of variability explained by including a group of covariates in the estimation technique.
vimp_se(update, n = length(update), na.rm = FALSE)the influence curve-based update
the sample size
logical; should NA's be removed in computation? (defaults to FALSE)
The standard error for 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.