how to rank variable importance

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juhoe kim
juhoe kim 2018년 8월 16일
I did PLS regression because of collinearity of my input variables. Through PLS regression, i ranked input variables by comparing the standardized coefficient. To double chek, i did relieff, predictorImportance and fsrnca. The ranks of each method were different. I wonder which one is the best method for ranking.

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