Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: importance of independent variables

From   Nick Cox <>
Subject   Re: st: importance of independent variables
Date   Thu, 6 Dec 2012 09:23:22 +0000

This is usually impossible in any strict sense unless the Xs really
are uncorrelated.

Conversely, if this were possible, users would want it greatly, so it
should be a mystery why StataCorp doesn't provide it as standard.

Any good regression or econometrics text explains this at length, and
that's a definition of "good".


On Thu, Dec 6, 2012 at 9:17 AM, A. Berâ <> wrote:

> I would like to compare the importance of independent variables (Xs)
> in explaining the dependent variable (y).
> What is the best way of doing this and how can this be done in Stata?
> For example, how can I partition the variance of y into components
> explained by individual Xs? Is there any user-written program that you
> know of for this purpose?

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index