Type: | Package |
Title: | Perform a Relative Weights Analysis |
Version: | 0.1.0 |
Description: | Perform a Relative Weights Analysis (RWA) (a.k.a. Key Drivers Analysis) as per the method described in Tonidandel & LeBreton (2015) <doi:10.1007/s10869-014-9351-z>, with its original roots in Johnson (2000) <doi:10.1207/S15327906MBR3501_1>. In essence, RWA decomposes the total variance predicted in a regression model into weights that accurately reflect the proportional contribution of the predictor variables, which addresses the issue of multi-collinearity. In typical scenarios, RWA returns similar results to Shapley regression, but with a significant advantage on computational performance. |
License: | GPL-3 |
Encoding: | UTF-8 |
URL: | https://martinctc.github.io/rwa/, https://github.com/martinctc/rwa |
BugReports: | https://github.com/martinctc/rwa/issues |
RoxygenNote: | 7.3.2 |
Imports: | dplyr, magrittr, stats, tidyr, ggplot2, boot, purrr, utils |
Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0), rlang, spelling |
VignetteBuilder: | knitr |
Config/testthat/edition: | 3 |
Language: | en-US |
NeedsCompilation: | no |
Packaged: | 2025-07-16 14:49:54 UTC; martinchan |
Author: | Martin Chan [aut, cre] |
Maintainer: | Martin Chan <martinchan53@gmail.com> |
Repository: | CRAN |
Date/Publication: | 2025-07-16 15:20:02 UTC |
Pipe operator
Description
See magrittr::%>%
for details.
Usage
lhs %>% rhs
Extract confidence intervals from bootstrap object
Description
Extract confidence intervals from bootstrap object
Usage
extract_ci(
boot_object,
conf_level = 0.95,
variable_names = NULL,
ci_type = "raw"
)
Arguments
boot_object |
Boot object from boot::boot() |
conf_level |
Confidence level (default 0.95) |
variable_names |
Names of variables for labeling |
ci_type |
Type of CI to extract ("raw", "rand_diff", "focal_diff") |
Value
Data frame with confidence intervals
Plot the rescaled importance values from the output of rwa()
Description
Pass the output of rwa()
and plot a bar chart of the rescaled importance values.
Signs are always calculated and taken into account, which is equivalent to setting the applysigns
argument to TRUE
in rwa()
.
Usage
plot_rwa(rwa)
Arguments
rwa |
Direct list output from |
Examples
library(ggplot2)
# Use a smaller sample for faster execution
diamonds_small <- diamonds[sample(nrow(diamonds), 1000), ]
diamonds_small %>%
rwa(outcome = "price",
predictors = c("depth","carat", "x", "y", "z"),
applysigns = TRUE) %>%
plot_rwa()
Remove any columns where all the values are missing
Description
Pass a data frame and returns a version where all columns made up of entirely missing values are removed.
Usage
remove_all_na_cols(df)
Arguments
df |
Data frame to be passed through. |
Details
This is used within rwa()
.
Run bootstrap analysis for RWA
Description
Run bootstrap analysis for RWA
Usage
run_rwa_bootstrap(
data,
outcome,
predictors,
n_bootstrap = 1000,
conf_level = 0.95,
focal = NULL,
comprehensive = FALSE,
include_rescaled = FALSE
)
Arguments
data |
Data frame |
outcome |
Outcome variable |
predictors |
Predictor variables |
n_bootstrap |
Number of bootstrap samples |
conf_level |
Confidence level |
focal |
Focal variable for comparisons (optional) |
comprehensive |
Whether to run comprehensive analysis |
include_rescaled |
Whether to bootstrap rescaled weights |
Value
List with bootstrap results and confidence intervals
Create a Relative Weights Analysis (RWA)
Description
This function creates a Relative Weights Analysis (RWA) and
returns a list of outputs. RWA provides a heuristic method for estimating
the relative weight of predictor variables in multiple regression, which
involves creating a multiple regression with on a set of transformed
predictors which are orthogonal to each other but maximally related to the
original set of predictors.
rwa()
is optimised for dplyr pipes and shows positive / negative signs for weights.
Usage
rwa(
df,
outcome,
predictors,
applysigns = FALSE,
sort = TRUE,
bootstrap = FALSE,
n_bootstrap = 1000,
conf_level = 0.95,
focal = NULL,
comprehensive = FALSE,
include_rescaled_ci = FALSE
)
Arguments
df |
Data frame or tibble to be passed through. |
outcome |
Outcome variable, to be specified as a string or bare input. Must be a numeric variable. |
predictors |
Predictor variable(s), to be specified as a vector of string(s) or bare input(s). All variables must be numeric. |
applysigns |
Logical value specifying whether to show an estimate that applies the sign. Defaults to |
sort |
Logical value specifying whether to sort results by rescaled relative weights in descending order. Defaults to |
bootstrap |
Logical value specifying whether to calculate bootstrap confidence intervals. Defaults to |
n_bootstrap |
Number of bootstrap samples to use when bootstrap = TRUE. Defaults to 1000. |
conf_level |
Confidence level for bootstrap intervals. Defaults to 0.95. |
focal |
Focal variable for bootstrap comparisons (optional). |
comprehensive |
Whether to run comprehensive bootstrap analysis including random variable and focal comparisons. |
include_rescaled_ci |
Logical value specifying whether to include confidence intervals for rescaled weights. Defaults to |
Details
rwa()
produces raw relative weight values (epsilons) as well as rescaled
weights (scaled as a percentage of predictable variance) for every predictor
in the model. Signs are added to the weights when the applysigns
argument
is set to TRUE
.
See https://www.scotttonidandel.com/rwa-web for the
original implementation that inspired this package.
Value
rwa()
returns a list of outputs, as follows:
-
predictors
: character vector of names of the predictor variables used. -
rsquare
: the rsquare value of the regression model. -
result
: the final output of the importance metrics (sorted by Rescaled.RelWeight in descending order by default).The
Rescaled.RelWeight
column sums up to 100.The
Sign
column indicates whether a predictor is positively or negatively correlated with the outcome.When bootstrap = TRUE, includes confidence interval columns for raw weights.
Rescaled weight CIs are available via include_rescaled_ci = TRUE but not recommended for inference.
-
n
: indicates the number of observations used in the analysis. -
bootstrap
: bootstrap results (only present when bootstrap = TRUE), containing:-
ci_results
: confidence intervals for weights -
boot_object
: raw bootstrap object for advanced analysis -
n_bootstrap
: number of bootstrap samples used
-
-
lambda
: -
RXX
: Correlation matrix of all the predictor variables against each other. -
RXY
: Correlation values of the predictor variables against the outcome variable.
Examples
library(ggplot2)
# Basic RWA (results sorted by default)
rwa(diamonds,"price",c("depth","carat"))
# RWA without sorting (preserves original predictor order)
rwa(diamonds,"price",c("depth","carat"), sort = FALSE)
# For faster examples, use a subset of data for bootstrap
diamonds_small <- diamonds[sample(nrow(diamonds), 1000), ]
# RWA with bootstrap confidence intervals (raw weights only)
rwa(diamonds_small,"price",c("depth","carat"), bootstrap = TRUE, n_bootstrap = 100)
# Include rescaled weight CIs (use with caution for inference)
rwa(diamonds_small,"price",c("depth","carat"), bootstrap = TRUE,
include_rescaled_ci = TRUE, n_bootstrap = 100)
# Comprehensive bootstrap analysis with focal variable
result <- rwa(diamonds_small,"price",c("depth","carat","table"),
bootstrap = TRUE, comprehensive = TRUE, focal = "carat",
n_bootstrap = 100)
# View confidence intervals
result$bootstrap$ci_results