On Johnson's (2000) Relative Weights Method for Assessing Variable Importance: A Reanalysis
This article provides a reanalysis of J. W. Johnson's (2000) "relative weights" method for assessing variable importance in multiple regression. The primary conclusion of the reanalysis is that the derivation of the method is theoretically flawed and has no more validity than the discredited method of Green, Carroll, and DeSarbo (1978) on which it is based. By means of 2 examples, supplemented by other results from the literature, it is also shown that the method can result in materially distorted inferences when it is compared with another widely used importance metric, namely, general dominance (Azen & Budescu, 2003; Budescu, 1993). Our primary recommendation is that J. W. Johnson's (2000) relative weights method should no longer be used as a variable importance metric for multiple linear regression. In the final section of the article, 2 additional recommendations are made based on our analysis, examples, and discussion.
|Journal||Multivariate Behavioral Research|
Thomas, D.R. (D. Roland), Zumbo, B.D. (Bruno D.), Kwan, E, & Schweitzer, L. (2014). On Johnson's (2000) Relative Weights Method for Assessing Variable Importance: A Reanalysis. Multivariate Behavioral Research, 49(4), 329–338. doi:10.1080/00273171.2014.905766