Shapley2
Webb23 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 … Shapley2 is a post-estimation command to compute the Shorrocks-Shapley decomposition of any statistic of the model (normally the R squared). Shapley2 can be used for most estimation commands, e.g. ols, probit, logit, oprobit. Compared to the user written command shapley, shapley2 is faster and enables you to compute the Shapley value by groups ...
Shapley2
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Webbcapture 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) … 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)
Webb12 mars 2024 · Hello, I am using shapley2 to decompose a measure of fit after a probit regression. I would like to use it for IV or panel calculation, but Shapley2 doesn't work 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, …
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. WebbVERSION 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.
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.
how many meters is in 60 kmWebb26 mars 2012 · To. [email protected]. Subject. st: Regression based Shapley Value Decomposition rbdineq. Date. Mon, 26 Mar 2012 16:42:55 +0530. Dear Statalisters … how many meters is ben nevisWebb27 feb. 2024 · Shapley值法是Shapley L.S于1953年提出,为解决多个局中人在合作过程中因利益分配而产生矛盾的问题,属于合作博弈领域。. 应用 Shapley 值的一大优势是按照成员对联盟的边际贡献率将利益进行分配,即成员 i 所分得的利益等于该成员为他所参与联盟创造 … how are monatomic ions namedWebb知乎,中文互联网高质量的问答社区和创作者聚集的原创内容平台,于 2011 年 1 月正式上线,以「让人们更好的分享知识、经验和见解,找到自己的解答」为品牌使命。知乎凭 … how are molecules and compounds similarWebb- shapley2 allows you to regroup several regressors into groups and to compute the relative importance of the whole group. This allows as well to accelerate the computation. - … how many meters is one light yearWebb24 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 … how many meters is one milehttp://fmwww.bc.edu/repec/bocode/s/shapley2.ado how many meters is mercury from the sun