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I am facing an issue where I have 7 sets of different variables/columns/predictors.

I am trying to predict **same target variable** and I want to observe the importance/effect of all the sets according to their importance in an ordered manner. (I am trying to use ridge regression models for each of the 7 individual set as I want to keep all the variables and I want to combine the output of these 7 models, each set has more than 20 variables)

Why don't you simply rank your set of features based on how good your model is when trained by each set? – Valentin Calomme – 2018-08-22T06:54:24.750

I am looking at a business case where the order of importance of the set of predictors is pre-specified. @ValentinCalomme – PruthvijThakar – 2018-08-22T15:38:31.407