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]

st: relative weight analysis in multiple regression

From   "Marcus Fischer" <>
To   <>
Subject   st: relative weight analysis in multiple regression
Date   Thu, 27 Dec 2012 20:18:01 +0100

How can I calculate relative weights to see how independent variables
contribute to a multiple regression when there is multicollinearity between the
independent variables ? There is the R package -relaimpo- (Grömping et al.
2006) that implements six different metrics for assessing relative importance
of regressors - however, I would be happy if something similar is implemented
in a stata package.
*   For searches and help try:

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