This command is available with the Predictive Analytics Module. Click here for more information about how to activate the module.

Select the method or formula of your choice.

The number of predictors with positive relative importance.

A MARS^{®}
Regression model comes from a sequence of basis functions that improve the model. The
importance scores come from the optimal model that the analysis identifies. To
calculate the importance score, the analysis finds the change in the mean squared
error when all basis functions for a predictor are removed from the optimal model
and the reduced model is refit to the training data. The relative importance
compares the importance score for a predictor to the maximum importance score.

R^{2} is also known as the coefficient of determination.

Term | Description |
---|---|

y
_{i}
| observed response value |

mean response | |

fitted response | |

N | number of rows |