Comment on “A New Measure of Predictor Variable Importance in Multiple Regression”

Abstract

The δ_i² measure suggested by Green, Carroll, and DeSarbo for measuring the importance of individual independent variables in multiple regression is shown to involve exactly the same types of shortcomings as do the measures it is intended to replace.

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References

Gibson

W. A.

(1962), “Orthogonal Predictors: A Possible Resolution of the Hoffman-Ward Controversy,” Psychological Reports, 11, 32–4.

Green

Paul E.

, Douglas Carroll

, and DeSarbo

Wayne S.

(1978), “A New Measure of Predictor Variable Importance in Multiple Regression,” Journal of Marketing Research, 15 (August), 356–60.

Kendall

M. G.

(1957), A Course in Multivariate Analysis, Hafner.