st: Relative Importance of predictors in regression

[Nikos Kakouros <nkakouros@GMAIL.COM>]

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.
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