David Firth, software: relimp

Overview

relimp is a package for R, which implements the method of Silber, Rosenbaum and Ross (1995) for comparing the contributions of subsets of predictors in a multiple regression model (including generalized linear models, survival models, etc.) For the theory see

  • Silber, J. H., Rosenbaum, P. R. and Ross, R. N. (1995) Comparing the Contributions of Groups of Predictors: Which Outcomes Vary with Hospital Rather than Patient Characteristics? JASA 90, 7-18.
In the case of just two predictors (i.e., comparison of two subsets each of size 1), the method simply provides inference on the ratio of standardized regression coefficients. The Silber et al. approach generalizes that to comparison of the effects of arbitrary subsets.

If the tcltk package for R is installed and operational, a nice graphical user interface is provided for relimp. Otherwise relimp is used from the R command line: see examples in the online help.

Also provided in the package is relrelimp, which takes the method one stage further for multinomial regression models, allowing the comparison of relimp results across the various logistic regressions fitted. This is somewhat experimental.

The relimp software is made available free, under GPL version 2. It comes with ABSOLUTELY NO WARRANTY.

Package contents

The package sources, and windows binary, are available at CRAN sites for installation into R in the standard way.

Version history

1.0-3: minor code fix to cope with deprecation of the application of sd() to matrix objects in R 2.14.0 (2011-10-17)

1.0-2: documentation fixed to remove mention of "lme" objects (2010-09-07)

1.0-1: various small improvements (2008-07-11)

0.9-8: minor tidying of code and help files to pass current R checks without complaint (2008-03-27)
0.9-7: in showData(), changed all instances of tkcmd to tcl for compatibility with R 2.4.0, and added new argument suppress.X11.warnings (which by default is TRUE) (2006-09-12)
0.9-6: pickFrom has new arguments subset and warningText, and now returns NULL if the dialog box is closed other than by clicking OK (2006-04-25)
0.9-5: showData now handles, by coercion to data.frame, a wider variety of data types (2005-12-18)
0.9-4: enhancement of pickFrom to allow user-specified ordering of picked items; enhancement of showData to allow copying to clipboard (2005-12-16)
0.9-3: amended showData() to give an error when asked to display a too-wide data frame (2005-05-17)
0.9-2: fixed a small bug and added new argument edit.setlabels in pickFrom() (2005-05-16)
0.9-0: added namespace support, and improvements to showData() and pickFrom() (2005-03-25)
0.8-6: fixed a bug in Tcl.to.R() (2005-01-04)
0.8-4: improvements to showData() (2004-09-02)
0.8-2: minor documentation errors fixed (2004-02-07)
0.8-1: in showData(), made all text, rownames, etc non-editable (2004-01-14)
0.8: fixed bugs in the showData() and pickFrom() functions (2004-01-12)

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