How is the ambiguous concept of relative importance for independent variables handled in the scientific literature? We sampled from a population of recent papers with relative importance (or the equivalent) in their titles. We found widespread apparent desire to make relative-importance statements, but little self-conscious interest in interpretation or in looking at more than one specification of the concept. We were unhappy to find that a substantial fraction (one-fifth) of the papers used statistical significance to measure relative importance.
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Kruskal et al. (1989) studied this question.
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