Application of Shapley value in a regression analysis
- Pages
- 84-94
Shapley value
multicollinearity
linear regression
cooperative game theory
coefficent of determination
Abstract
The application of the cooperative game theory model, Shapley value, for the estimation of the regression coefficients and the contribution of predictors to the general explainability of the model is considered. The necessary theoretical apparatus is systematized and the construction of Shapley estimates based on the coefficient of determination is given.