Moving beyond population variable importance: concept, theory and applications of individual variable importance
超越总体变量重要性：个体变量重要性的概念、理论与应用
Abstract In a non-parametric regression setting, we introduce a novel concept of ‘individual variable importance’, which assesses the relevance of certain covariates to an outcome variable among individuals with specific characteristics. This concept holds practical importance for both risk assessment and association identification. For example, it can represent (i) the usefulness of expensive biomarkers in risk prediction for individuals at a specified baseline risk, or…