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stat.ME2021
Using relative weight analysis with residualization to detect relevant nonlinear interaction effects in ordinary and logistic regressions
Maikol Solís, Carlos Pasquier
Relative weight analysis is a classic tool for detecting whether one variable or interaction in a model is relevant. In this study, we focus on the construction of relative weights…
stat.ME2018
Nonparametric estimation of the first order Sobol indices with bootstrap bandwidth
Maikol Solís
Suppose that , where are random inputs, is the output, and is an unknown link function. The Sobol indices gauge the…