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For a linear regression model in Spotfire, how is the Variable Importance statistic calculated?

Rich Talbot
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Product: TIBCO Spotfire®

Problem:

For a linear regression model in Spotfire, how is the Variable Importance statistic calculated?


Solution:

For a linear regression model created using the selection "Tools > Regression Modeling... > Linear Regression" from the main menu in the Spotfire desktop client, how is the model's Variable Importance statistic calculated? For each coefficient calculated in the linear regression model, its calculated Variable Importance is the absolute value of that component's t-statistic.
 

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