Reply to 'A Comment on a New Measure of Predictor Variable Importance in Multiple Regression'

Journal of Marketing Research Vol. 17, No. 1 pp. 116-118, Feb 1980

4 Pages Posted: 30 Mar 2016

See all articles by Paul E. Green

Paul E. Green

University of Pennsylvania, The Wharton School, Marketing Department (Deceased)

J. Carroll

Rutgers, The State University of New Jersey (Deceased)

Wayne S. DeSarbo

Pennsylvania State University

Date Written: 1980

Abstract

In lieu of Abstract, here is the first paragraph:

Jackson provides a clear statement of a basic (and noncontroversial) limitation of all "importance" measures in multiple regression-namely, there is no unambiguous measure of importance in the case of correlated predictor variables. Darlington (1968) presented this same caveat more than a decade ago and some of our own publications have emphasized it as well (Green and Tull, 1978; Green with Carroll, 1978). Amemiya (1976) came to this same conclusion in his econometric investigation of regressor selection.

Suggested Citation

Green, Paul E. and Carroll, J. and DeSarbo, Wayne S., Reply to 'A Comment on a New Measure of Predictor Variable Importance in Multiple Regression' (1980). Journal of Marketing Research Vol. 17, No. 1 pp. 116-118, Feb 1980, Available at SSRN: https://ssrn.com/abstract=2755751

Paul E. Green

University of Pennsylvania, The Wharton School, Marketing Department (Deceased) ( email )

700 Jon M. Huntsman Hall
3730 Walnut Street
Philadelphia, PA 19104-6340
United States

J. Carroll

Rutgers, The State University of New Jersey (Deceased)

Wayne S. DeSarbo (Contact Author)

Pennsylvania State University ( email )

University Park
State College, PA 16802
United States

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