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Evaluating Predictors of Dispersion: A Comparison of Dominance Analysis and Bayesian Model Averaging

Published online by Cambridge University Press:  01 January 2025

Yiyun Shou  and
Michael Smithson
Yiyun Shou*
Affiliation:
The Australian National University
Michael Smithson
Affiliation:
The Australian National University
*
Requests for reprints should be sent to Yiyun Shou, Research School of Psychology, The Australian National University, Canberra, ACT 0200, Australia. E-mail: yiyun.shou@anu.edu.au
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Abstract

Conventional measures of predictor importance in linear models are applicable only when the assumption of homoscedasticity is satisfied. Moreover, they cannot be adapted to evaluating predictor importance in models of heteroscedasticity (i.e., dispersion), an issue that seems not to have been systematically addressed in the literature. We compare two suitable approaches, Dominance Analysis (DA) and Bayesian Model Averaging (BMA), for simultaneously evaluating predictor importance in models of location and dispersion. We apply them to the beta general linear model as a test-case, illustrating this with an example using real data. Simulations using several different model structures, sample sizes, and degrees of multicollinearity suggest that both DA and BMA largely agree on the relative importance of predictors of the mean, but differ when ranking predictors of dispersion. The main implication of these findings for researchers is that the choice between DA and BMA is most important when they wish to evaluate the importance of predictors of dispersion.

Keywords

heteroscedasticitypredictor importancedominance analysisBayesian model averagingbeta regressionbeta GLM

Information

Type
Original Paper
Information
Psychometrika , Volume 80 , Issue 1 , March 2015 , pp. 236 - 256
Copyright
Copyright © 2013 The Psychometric Society

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