https://github.com/jluchman/domin
Dominance Analysis: Stata Implementation
https://github.com/jluchman/domin
dominance-analysis relative-importance relative-weights-analysis shapley-decomposition shapley-value stata
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Dominance Analysis: Stata Implementation
- Host: GitHub
- URL: https://github.com/jluchman/domin
- Owner: jluchman
- License: gpl-3.0
- Created: 2017-08-02T17:33:35.000Z (over 8 years ago)
- Default Branch: main
- Last Pushed: 2025-06-15T12:35:35.000Z (9 months ago)
- Last Synced: 2025-06-15T13:56:01.503Z (9 months ago)
- Topics: dominance-analysis, relative-importance, relative-weights-analysis, shapley-decomposition, shapley-value, stata
- Language: Stata
- Homepage:
- Size: 242 KB
- Stars: 4
- Watchers: 2
- Forks: 2
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# Dominance Analysis
## A Stata Implementaion
Dominance analysis (DA) determines the relative importance of independent variables in an estimation model based on contribution to
an overall model fit statistic (see Grömping, 2007 for a discussion). DA is an ensemble method in which importance determinations
about independent variables are made by aggregating fit metrics across multiple models, though the method usually requires the
ensemble contain each possible combination of the independent variables in the full model.
The all possible combinations ensemble with _p_ independent variables in the full model results in $2^{p}$ models and fit statistics
estimated. That is, each combination of _p_ variables alternating between included versus excluded (see Budescu, 1993).
`domin` is implemented as a flexible wrapper command that can be used with most Stata estimation commands that follow the
standard `depvar indepvars` format and return a scalar-valued fit statistic; commands that do not either follow this format
or do not return a scalar-valued fit statistic can be accommodated with a sub-wrapper command (an example of such a command is included below).
Some examples of the command as applied to Stata estimation commands are shown below after the discussion of installation.
# Installation and Updates
## Installing
To install `domin` type:
`ssc install domin`
In the Stata Command console window. `domin`, `domme`, and all wrapper programs are supported from Stata version `15`.
Note that the `domme` sub-modle requires the SSC package `moremata` and will ask to install this package if it is not available.
## Updating
To update `domin` once installed type:
`adoupdate domin, update`
In the Stata Command console window.
# Extensive Examples
Please see `domin`'s wiki page for examples of the method in use.
https://github.com/fmg-jluchman/domin/wiki