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Re: st: Relative Importance of predictors in regression
From
Nikos Kakouros <[email protected]>
To
[email protected]
Subject
Re: st: Relative Importance of predictors in regression
Date
Tue, 5 Nov 2013 18:38:45 -0500
Hi Joe,
This is perfect ! Extremely helpful help file too !
Thank you for your response (and for authoring it in the first place!).
Nikos
On Tue, Nov 5, 2013 at 12:38 PM, Joseph Luchman <[email protected]> wrote:
> Hi Nikos,
>
> The Stata module - domin - (SSC) decomposes the R2 metric using
> dominance analysis (which produces equivalent results as - shapley -
> by Stas Kolenikov on SSC for the general dominance weights - but also
> produces several other statistics that may be of use).
>
> I'll note that the "epsilon" option offered by - domin - actually
> utilizes the relative weight analysis procedure developed by Johnson
> (2000) if you'd prefer that method.
>
> - joe
>
> Johnson, J. W. (2000). A heuristic method for estimating the relative
> weight of predictor variables in multiple regression. Multivariate
> Behavioral Research,35(1), 1-19.
>
>
> Dear Statalisters,
>
> I have a multiple regression in Stata and want to concisely show the
> relative contribution of each predictor to the final model. I would
> have thought this is easy but I'm finding it difficult to figure out
> how to go about it.
> I used
> regress Y x1 x2 x3...x7, beta vce(robust)
>
> I think, however, that the beta coefficients do not really tell the whole story.
>
> I found this document by Nathans et al that I thought does a great job
> of discussing the problem:
> http://pareonline.net/pdf/v17n9.pdf
>
> I really like the idea of repartitioning the overall model R2 between
> the predictors by Relative Weight Analysis. I looked around and found
> there's a package for this for R but not Stata.
>
> I would be most grateful for your recommendations.
>
> Many thanks
>
> Nikos
>
> PS: Dr Marcus Fischer previously posted on this about a year ago but I
> could not find a follow-up so I thought I'd try asking the group
> again.
>
> Joseph Nicholas Luchman, M.A.
> ----
> Behavioral Statistics Lead | Fors Marsh Group
> Email: [email protected]
> forsmarshgroup.com
> ----
> Doctoral Candidate
> Industrial Organizational Psychology
> George Mason University
> https://www.researchgate.net/profile/Joseph_Luchman/
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