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Re: st: importance of independent variables


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: importance of independent variables
Date   Thu, 6 Dec 2012 21:32:41 -0500

Another possibility would be some methods for variable selection such
as dominance analysis. These often have some kind of importance
measure attached. These are SAS macros and links to the papers. I
don't know about a Stata version, probably doesn't exist.

https://pantherfile.uwm.edu/azen/www/damacro.html
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