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Re: st: importance of independent variables
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: importance of independent variables
Date
Thu, 6 Dec 2012 09:23:22 +0000
This is usually impossible in any strict sense unless the Xs really
are uncorrelated.
Conversely, if this were possible, users would want it greatly, so it
should be a mystery why StataCorp doesn't provide it as standard.
Any good regression or econometrics text explains this at length, and
that's a definition of "good".
Nick
On Thu, Dec 6, 2012 at 9:17 AM, A. Berâ <[email protected]> wrote:
> I would like to compare the importance of independent variables (Xs)
> in explaining the dependent variable (y).
>
> What is the best way of doing this and how can this be done in Stata?
>
> For example, how can I partition the variance of y into components
> explained by individual Xs? Is there any user-written program that you
> know of for this purpose?
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