Dominance analysis (DA) determines the relative importance of independent variables in an estimation model based on contribution to an overall model fit statistic (see Grömping, 2007 for a discussion). DA is an ensemble method in which importance determinations about independent variables are made by aggregating fit metrics across multiple models, though the method usually requires the ensemble contain each possible combination of the independent variables in the full model.
The all possible combinations ensemble with p independent variables in the full model results in
domin is implemented as a flexible wrapper command that can be used with most Stata estimation commands that follow the
standard depvar indepvars format and return a scalar-valued fit statistic; commands that do not either follow this format
or do not return a scalar-valued fit statistic can be accommodated with a sub-wrapper command (an example of such a command is included below).
Some examples of the command as applied to Stata estimation commands are shown below after the discussion of installation.
To install domin type:
ssc install domin
In the Stata Command console window. domin, domme, and all wrapper programs are supported from Stata version 15.
Note that the domme sub-modle requires the SSC package moremata and will ask to install this package if it is not available.
To update domin once installed type:
adoupdate domin, update
In the Stata Command console window.
Please see domin's wiki page for examples of the method in use.