topic Re: Model with great impact on multple linear regression in Statistical Procedures

Model with great impact on multple linear regression

sameer112217 — Thu, 24 Nov 2016 16:39:40 GMT

Hello!

Can anyone help me to identify how can I predict the most influential variable impacting the model in linear regression.

Which statistic or method I need to refer for this

Re: Model with great impact on multple linear regression

PGStats — Thu, 24 Nov 2016 19:53:47 GMT

Look at measures of variable importance in proc adaptivereg and proc pls.

Re: Model with great impact on multple linear regression

Ksharp — Fri, 25 Nov 2016 03:00:15 GMT

Check ANOVA table, the variable which has the smallest P-value should be the most significant variable.

Or check the largest T-value .

Re: Model with great impact on multple linear regression

sameer112217 — Fri, 25 Nov 2016 06:33:47 GMT

Hello Ksharp

Thanks for the reply. You mean smallest value or largest t value would have greatest impact or significance to the dependant variable. What about coeff var?

Sameer

Re: Model with great impact on multple linear regression

Ksharp — Fri, 25 Nov 2016 10:50:23 GMT

No. The coefficient of variable only measure how much Y will change when X change one unit.

Y(x+1)-Y(x)=beta(x+1)-beta*x=beta

It doesn't measure the importance of variable to the model.

Re: Model with great impact on multple linear regression

sameer112217 — Sat, 26 Nov 2016 00:15:32 GMT

Thanks for the help