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vimp (version 1.1.6)

vimp_update: Estimate the influence function

Description

Compute the value of the influence function for the given group of left-out covariates.

Usage

vimp_update(full, reduced, y, type = "regression", na.rm = FALSE)

Arguments

full

fitted values from a regression of the outcome on the full set of covariates.

reduced

fitted values from a regression either (1) of the outcome on the reduced set of covariates, or (2) of the fitted values from the full regression on the reduced set of covariates.

y

the outcome.

type

which parameter are you estimating (defaults to regression, for ANOVA-based variable importance)?

na.rm

logical; should NAs be removed in computation? (defaults to FALSE)

Value

The influence function values for the given group of left-out covariates.

Details

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.