For a linear regression model in Spotfire, how is the Variable Importance statistic calculated?

For a linear regression model in Spotfire, how is the Variable Importance statistic calculated?

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Article ID: KB0082570

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Updated On:

Products Versions
Spotfire Analyst All supported versions

Description

For a linear regression model created using the selection "Tools > Regression Modeling... > Linear Regression" from the main menu in the Spotfire desktop client, how is the model's Variable Importance statistic calculated?

Issue/Introduction

For a linear regression model in Spotfire, how is the Variable Importance statistic calculated?

Environment

All supported environments

Resolution

For each coefficient calculated in the linear regression model, its calculated Variable Importance is the absolute value of that component's t-statistic.
 
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