Subjects: Psychology >> Social Psychology submitted time 2023-03-28 Cooperative journals: 《心理科学进展》
Abstract： Psychological researches are more concerned with high-dimensional data than ever. The evaluation of predictors’ relative importance can explore or test the ordering of predictors’ importance, which promotes the effective use of variables with limited resources. This article reviews many aspects of relative importance, including its measures, inference, models, and empirical studies, in order to help researchers select appropriate measures and inference methods and provide directional suggestions for the relative importance studies. Previous studies proposed various measures of relative importance with different interpretations and calculations. The traditional measure, standardized regression coefficient, considers only the unique effect of a predictor after controlling other predictors but ignores the independent effect of the predictor on the outcome variable. By contrast, the dominance analysis and relative weight measures take into account both the independent and unique contributions of a predictor on the outcome variable. These two measures are recommended because they decompose the R squared such that the contribution to the variation of the outcome variable is attributed to each predictor. Specifically, dominance analysis can be used when the research concerns different importance patterns, whereas relative weight is recommended when evaluating a large number of predictors. After estimating the importance measures, researchers can use the bootstrap sampling or Bayesian testing approach for the inference of the importance of predictors and their orderings. Bootstrap sampling is commonly used to infer the importance of a single predictor or the difference between the importance of two predictors. When comparing the importance of three or more predictors, the Bayesian approach can be used to test the importance orderings. Besides linear regression models, relative importance analysis has been extended to logistic regression models, multivariate multiple regression models, and multilevel models but not to structural equation models and generalized linear mixed models. Furthermore, the robustness of relative importance has not been analyzed when categorical data is involved in these models. Relative importance analysis can be implemented in many statistical software, such as SPSS, R and Python. However, an integrated software incorporating different measures and inference methods is still absent. Although relative importance analysis has been widely used in psychological studies, researchers may select inappropriate measures and inference methods in different models. Therefore, a real data example is used to illustrate how the relative importance can be evaluated. Finally, we propose that further researches could focus on the applications of relative importance analysis in different models and various types of data together with the software development.
Subjects: Psychology >> Statistics in Psychology submitted time 2022-07-26
Abstract： Evaluating predictors’ relative importance becomes increasingly important in the context of the explosion of high-dimensional data in psychological research. The key of relative importance analysis is to choose appropriate measures and inference approaches. Dominance analysis and relative weight are the recommended measures of relative importance among others. Bootstrap sampling is often used to infer the importance of a single variable or the difference between the importance of two variables. For three or more variables, Bayesian tests were recently developed to evaluate their importance orderings. Besides linear regression models, relative importance studies have been extended to logistic regression models, structural equation models, and multilevel models. However, only continuous predictors are concerned in these models. Although relative importance analysis has been widely used in psychological studies, researchers may incorrectly select and interpret the importance measures. Therefore, a real data example is used to illustrate how the relative importance can be evaluated.
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