Finding key drivers in regression modeling via Bayesian Sensitivity-Specificity and Receiver Operating Characteristic is suggested, and clearly interpretable results are obtained. Numerical comparisons with other techniques show that this methodology can be useful in practical statistical modeling and analysis helping to researchers and managers in making meaningful decisions.
Lipovetsky, S., & Conklin, M. W. (2020). Bayesian sensitivity-specificity and ROC analysis for finding key drivers. Journal of Modern Applied Statistical Methods, 19(1), eP3023. doi: 10.22237/jmasm/1619481960