Shapley2
Webb9 juni 2015 · I am running a shapley R2 decomposition to see the relative contribution of each independent variable towards the adjusted R2 of the model. I use the user-written program shapley2 I run the regression for different portfolios based on a certain variable: For portfolio 1: reg f.ibaW ceW neg_siW bvW if portfolio==1 shapley2, stat(r2_a) http://fmwww.bc.edu/repec/bocode/s/shapley2.ado
Shapley2
Did you know?
Webb26 mars 2012 · To. [email protected]. Subject. st: Regression based Shapley Value Decomposition rbdineq. Date. Mon, 26 Mar 2012 16:42:55 +0530. Dear Statalisters I am running a regression based decomposition by using command rbdineq. i have installed the DASP V2.1 in stata 10. when i use this command with 3, 4 independent variables … WebbIn this paper, we study three extensions of the Shapley value to model explanation. 2.2 Conditional Expectations Shapley (CES) This approach takes three inputs: an explicand x, a function f, and a distribution
WebbAbstract. This program performs (exact additive) decomposition of a sample statistic by effects specified in factor list. To perform the Shapley decomposition, the effects are eliminated one by one, and marginal effects from each exclusion are weighted in such a way that all exclusion trajectories have equal weights.
WebbDecomposition of the goodness of fit to (groups of) regressor variables can be a useful diagnostic tool to quickly assess “relative importance†. Owen and Shapley values, two closely related solutional concepts in cooperative game theory, provide unique solutions to the decomposition exercise on the basis of a sound set of assumptions. Webb9 okt. 2024 · 09 Oct 2024, 14:27. Show us the exact command you have typed in Stata. Your commands here showing line breaks without continuation forward slashes "///" and if this is the exact command you typed Stata will not pick it up as a complete instruction. On the point, you have incorporated IV_POLICIES twice as instrument.
Webb24 nov. 2024 · In that regard, the ACV library ( Active Coalition of Variables) offers a new way to compute Shapley values that addresses those issues, thanks to: A rigorous way …
Webb5 jan. 2024 · To see this error; 1- Run a regression and save the coefficients. 2- Use the commands; shapley2 , stat (r2_w) matrix list e (shapley) 3- Run the same regression again and you will find that the coefficients will change ! I am not sure why this is the case, but I have tried with different regression and different data sets. dickies t shirt greyWebbVERSION HISTORY ----- *! Version 1.5: It is now possible to use f. and l. factor variables as dependent variables *! Version 1.4: Small bugfix: sometimes the program did not execute in protected working directories. Change does not affect result. *! Version 1.3: Small bugfix: shapley2 did not work with oprobit. dickies t shirt herrhttp://fmwww.bc.edu/repec/bocode/s/shapley2.ado dickies t shirt designhttp://fmwww.bc.edu/repec/bocode/s/shapley2.html dickies t shirt logoWebbcapture program drop shapley2 *!version 1.5 10jun15 - F. Chavez Juarez program define shapley2 , eclass version 9.2 syntax [anything] , stat(str) [Command(str) Indepvars(str) … dickies t shirts 3 packWebbThe command is thought as a post-estimation command, hence you should use it right after the estimation. {p 8 10 2} - {cmd:shapley2} is faster than {stata findit shapley:shapley} but provides the same results (numerical differences are possible). However, the computation still takes some time and the maximum amount of RHS variables is 20. citizen watches canada websiteWebb23 mars 2024 · 请教楼主:shapley2的 正确stata命令是什么。 我在第一次夏普利计算的时候( shapley2, stat(r2_p))的出现了问题:“Slow algorithm chosen. Try to increase … dickies t shirt no pocket