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Re: st: Relative Importance of predictors in regression


From   David Hoaglin <[email protected]>
To   [email protected]
Subject   Re: st: Relative Importance of predictors in regression
Date   Mon, 4 Nov 2013 23:40:16 -0500

Jorge,

What are the variance components in Nikos's model?  Doesn't that SJ
article pertain to analysis of variance (rather than regression)?

David Hoaglin

On Mon, Nov 4, 2013 at 10:52 PM, Jorge Eduardo Pérez Pérez
<[email protected]> wrote:
> (I just read the original post, not the discussion)
>
> Nikos, why don't you try just using the variance components from the
> anova table of the regression?
>
> See this SJ article on how to do that:
> http://www.stata-journal.com/article.html?article=st0095
>
> Hope this helps,
> --------------------------------------------
> Jorge Eduardo Pérez Pérez
> Graduate Student
> Department of Economics
> Brown University

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