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How are calculated "Contribution" in Predictor Screening ?

Hello,

I would like to know precisely with the formula, how are calculated the contributions in Predictor Screening ?

Best regards,

Sophie

Advanced Statistical Modeling

Windows

Re: How are calculated "Contribution" in Predictor Screening ?

The Contribution column in Predictor Screening corresponds to the Column Contributions you'll find in JMP's and JMP Pro's other decision tree-based platforms (Partition, Bootstrap Forest, Boosted Tree). The values in the column are the total sum of squares (for continuous responses) or G^2 (for categorical responses) attributed to each predictor, specifically taken from a Bootstrap Forest model with default settings (except the number of trees, which can be specified). See this help page for the calculations, and if you haven't worked with decision trees before, I recommend reading the Partition help more generally to better understand these calculations.

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