WebbAbstract. This program performs (exact additive) decomposition of a sample statistic by effects specified in factor list. To perform the Shapley decomposition, the effects are eliminated one by one, and marginal effects from each exclusion are weighted in such a way that all exclusion trajectories have equal weights. Webb27 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 …
史上最全的 Stata 外部命令一览 - CSDN博客
Webbshapley2, stat(str)[command(str)depvar(depvarlist)indepvars(indepvars)groups(special)forcememorynoisily] Description This command performs a Shorrocks-Shapely decomposition of many estimation statistics such as the R squared in the OLS regression. It provides an additive … 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. fishing on the river nidd
Shapley Value for Dummy Variable - Statalist
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) WebbShapley2 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 of variables. The results are stored as e ()-matrices, allowing the user to use them afterwards, for instance to export them to LaTeX. http://fmwww.bc.edu/repec/bocode/s/shapley2.hlp can caleb survive in the quarry