Determining the Relative Importance of Predictors in Logistic Regression: An Extension of Relative Weight Analysis

Techniques such as dominance analysis and relative weight analysis have been proposed recently to evaluate more accurately predictor importance in ordinary least squares (OLS) regression. Similar questions of predictor importance also arise in instances where logistic regression is the primary mode of analysis. This article presents an extension of relative weight analysis that can be applied in logistic regression and thus aids in the determination of predictor importance. We briefly review relative importance techniques and then discuss a new procedure for calculating relative importance estimates in logistic regression. Finally, we present a substantive example applying this new approach to an example data set.