Technical Details of Variable Importance Calculations
I am looking for more technical details (beyond what is stated in the JMP documentation) about how Variable Importance is calculated (available under the Prediction Profiler options). I have read the two reference papers listed in the documentation (Sobol (2001) and Saltelli (2002)). I think I get the general idea, but I what I want to know is more of the gritty details on how the monte carlo sim...