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st: gfields and perc. contribution of ea. explan. var to dependent var.
I am looking for routine that computes contribution of each explanatory
variable to the total Y (dependent var).
I know there is a routine gfields, but it seems to be developed for
inequality literature, is there anything in it that stops me from using it
on generic regression? and if so, do other routines exist?
I am trying to assess how important each regressor is in my model and
whether their specific contributions change with time. I have a panel data
set and i was running a newey2.
I would greately appreciate any help,
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