I am learning decision tree and there is variable importance which measures the total drop in MSE thanks to that variable. I am wondering whether variable importance or something similar exists in linear/logistic regression?
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https://topepo.github.io/caret/variable-importance.html – SmallChess Sep 07 '17 at 05:11
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https://www.jstatsoft.org/article/view/v017i01 – SmallChess Sep 07 '17 at 05:13