`model_native_linear_coef` – Standardised regression coefficients from a fitted linear model.#

Back to op axis | Back to L7 | Browse all options

Operational op under axis op, sub-layer L7_A_importance_dag_body, layer l7. Standalone callable: mf.functions.model_native_linear_coef_importance.

Function signature#

mf.functions.model_native_linear_coef_importance(
    result: FitResultBase,
    X: np.ndarray | pd.DataFrame,
) -> NativeImportanceResult

Parameters#

name	type	default	constraint	description
`result`	`FitResultBase`	—	—	Fitted result object exposing ._model (the raw sklearn estimator). Returned by any L4 standalone callable such as mf.functions.ridge_fit, mf.functions.random_forest_fit, etc.
`X`	`np.ndarray	pd.DataFrame`	—	—

Returns#

NativeImportanceResult — frozen dataclass with fit results.

Attribute	Type	Description
`.importances_`	`np.ndarray`	Absolute coefficient values
`.feature_names_`	`list[str]`	Feature names matching importances_.
`.method`	`str`	‘linear_coef’ – method descriptor.
`.summary(top_n=10)`	`str`	Human-readable text table sorted by descending importance.

Behavior#

Returns β̂_j for each predictor as the importance score; with standardize=True (default) the predictors are pre-scaled so coefficients are directly comparable. Compatible with every linear-family L4 model (ols / ridge / lasso / elastic_net / lasso_path / bayesian_ridge / huber / glmboost).

Cheapest meaningful importance score; the natural sanity-check to run before the more expensive permutation / SHAP families.

When to use

Linear-model baselines; quick interpretation when a tree / NN model is overkill.

When NOT to use

Non-linear models – coefficients no longer summarise marginal effects.

In recipe context#

Set params.op = "model_native_linear_coef" in the relevant layer to activate this op within a recipe:

# Layer L7 recipe fragment
params:
  op: model_native_linear_coef

References#

macroforecast design Part 3, L7: ‘every importance op produces (table, figure) pairs; the L7.B sub-layer governs export shape.’
Greene (2018) ‘Econometric Analysis’, 8th ed., Pearson, Chapter 4.

model_native_linear_coef – Standardised regression coefficients from a fitted linear model.#