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st: gfields and perc. contribution of ea. explan. var to dependent var.


From   "Olga Gorbachev Melloni" <[email protected]>
To   [email protected]
Subject   st: gfields and perc. contribution of ea. explan. var to dependent var.
Date   Mon, 11 Sep 2006 16:28:05 -0400

Hi,

I am looking for routine that computes contribution of each explanatory variable to the total Y (dependent var).

I know there is a routine gfields, but it seems to be developed for inequality literature, is there anything in it that stops me from using it on generic regression? and if so, do other routines exist?

I am trying to assess how important each regressor is in my model and whether their specific contributions change with time. I have a panel data set and i was running a newey2.

I would greately appreciate any help,

Thank you


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