rwa_multiregress: Create a Relative Weights Analysis (RWA)

In rwa: Perform a Relative Weights Analysis

Create a Relative Weights Analysis (RWA)

Description

This function creates a Relative Weights Analysis (RWA) and returns a list of outputs. RWA provides a heuristic method for estimating the relative weight of predictor variables in multiple regression, which involves creating a multiple regression with on a set of transformed predictors which are orthogonal to each other but maximally related to the original set of predictors. rwa_multiregress() is optimised for dplyr pipes and shows positive / negative signs for weights.

Usage

rwa_multiregress(
  df,
  outcome,
  predictors,
  applysigns = FALSE,
  use = "pairwise.complete.obs",
  weight = NULL
)

Arguments

df	Data frame or tibble to be passed through.
outcome	Outcome variable, to be specified as a string or bare input. Must be a numeric variable.
predictors	Predictor variable(s), to be specified as a vector of string(s) or bare input(s). All variables must be numeric.
applysigns	Logical value specifying whether to show an estimate that applies the sign. Defaults to FALSE.
use	Method for handling missing data when computing correlations. Options are: "everything" (remaining missing values propagate, causing a non-finite correlation matrix error if correlations cannot be estimated), "all.obs" (error for remaining missing predictors in unweighted analysis), "complete.obs" (listwise deletion), "na.or.complete" (listwise deletion; no complete cases produces an insufficient-data error rather than an unusable matrix of NAs), "pairwise.complete.obs" (pairwise deletion, default). See cor for more details. Only applicable for multiple regression. Rows with missing outcomes are always removed first, including for "all.obs". When weight is specified, remaining missing weights cause an error for "all.obs" and are removed otherwise. Missing predictors are then removed by listwise deletion for every weighted mode, including "all.obs". Thus weighted correlations always use complete cases, regardless of use; weighted pairwise correlation is not implemented.
weight	Optional name of a weight variable in the data frame. If provided, a weighted correlation matrix will be computed using the specified weights. Non-missing weights must be numeric, finite, and strictly positive (zero weights are not supported). Missing weights follow the use rules. Defaults to NULL (unweighted analysis). Only applicable for multiple regression.

Details

rwa_multiregress() produces raw relative weight values (epsilons) as well as rescaled weights (scaled as a percentage of predictable variance) for every predictor in the model. Signs are added to the weights when the applysigns argument is set to TRUE. See https://www.scotttonidandel.com/rwa-web for the original implementation that inspired this package.

This is observation-weighted RWA when weight is provided, not a complex-survey variance estimator. See rwa() for joint-matrix and predictor positive-definiteness tolerances, bootstrap sampling assumptions, and diagnostics. See vignette("weighted-missing-data") for worked examples.

Value

rwa_multiregress() returns a list of outputs, as follows:

• predictors: character vector of names of the predictor variables used.

• rsquare: the rsquare value of the regression model.

• result: the final output of the importance metrics.

  • The Rescaled.RelWeight column sums up to 100.

  • The Sign column indicates whether a predictor is positively or negatively correlated with the outcome.

• n: complete-case observation count for the selected variables and weight, if supplied. Unweighted pairwise correlations may use more observations.

• n_weighted: weighted results only; sum of original weights after outcome, missing-weight, and predictor-completeness filters. Population-size meaning requires appropriately calibrated weights and retained population scope.

• n_effective: weighted results only; Kish's unequal-weighting effective sample size, (sum(w)^2) / sum(w^2), evaluated using scaled weights. This is not model degrees of freedom or exact RWA precision and ignores clustering, stratification, and weight/outcome relationships.

• lambda: the transformation matrix that maps the original correlated predictors to orthogonal variables while preserving their relationship to the outcome. Used internally to compute relative weights.

• RXX: Correlation matrix of all the predictor variables against each other.

• RXY: Correlation values of the predictor variables against the outcome variable.

Examples

# Basic multiple regression RWA
result <- rwa_multiregress(
  df = mtcars,
  outcome = "mpg",
  predictors = c("cyl", "disp", "hp", "wt")
)

# View the relative importance results
result$result

# With sign information
result_signed <- rwa_multiregress(
  df = mtcars,
  outcome = "mpg",
  predictors = c("cyl", "disp", "hp", "wt"),
  applysigns = TRUE
)
result_signed$result

# Using listwise deletion for missing data
rwa_multiregress(
  df = mtcars,
  outcome = "mpg",
  predictors = c("cyl", "disp"),
  use = "complete.obs"
)

# With observation weights
mtcars_weighted <- mtcars
mtcars_weighted$w <- runif(nrow(mtcars), 0.5, 2)
rwa_multiregress(
  df = mtcars_weighted,
  outcome = "mpg",
  predictors = c("cyl", "disp"),
  weight = "w"
)

rwa documentation built on Sept. 29, 2026, 1:06 a.m.