Simply estimate:
xi: reg y x1 x2 x3 x4 x4 x6 i.dumm, beta.
If your variables are either binary or continuous variables then you can
examine the beta coefficient (i.e., standardized) for relative impact.
For other ways to look at coefficients download "listcoef".
Also "gfields" is nice for breaking down variance.
If you have categorical data with more than two categories use the
"test" command to test whether the dummies of that variable dummies are
jointly different from zero: e.g., test I_dumm1 I_dumm2
I guess you could convert that F or chi-square that it reports to an
effect size.
HTH,
John Antonakis
University of Lausanne
Switzerland
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