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.
Thanks,
Marcus
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