topic Re: Estimating R square for each of the predictors in the multiple linear regression model in Statistical Procedures https://communities.sas.com/t5/Statistical-Procedures/Estimating-R-square-for-each-of-the-predictors-in-the-multiple/m-p/623408#M30026 <P>Unless you are modeling data collected in an orthogonal experiment, there is no unique decomposition of the contribution of each x-variable in a regression-like model. This is because your x-variables are correlated with one another, and it is impossible both logically and mathematically to determine what the contribution to R-squared of each x-variable is.</P> <P>&nbsp;</P> <P>Perhaps you mean (but didn't say) you want to find out which variables are the strongest predictors (in other words which variables have the steepest slopes)?</P> Sun, 09 Feb 2020 13:13:50 GMT PaigeMiller 2020-02-09T13:13:50Z Estimating R square for each of the predictors in the multiple linear regression model https://communities.sas.com/t5/Statistical-Procedures/Estimating-R-square-for-each-of-the-predictors-in-the-multiple/m-p/623403#M30022 <DIV class="nova-o-stack__item"><FONT size="5">How can I determine the relative contribution(R- Square) of predictors in multiple regression models?</FONT></DIV><DIV class="nova-o-stack__item"><DIV class="nova-o-stack nova-o-stack--gutter-m nova-o-stack--spacing-none nova-o-stack--no-gutter-outside"><DIV class="nova-o-stack__item"><DIV class="nova-e-text nova-e-text--size-m nova-e-text--family-sans-serif nova-e-text--spacing-s nova-e-text--color-inherit redraft-text">Dear all,</DIV><DIV class="nova-e-text nova-e-text--size-m nova-e-text--family-sans-serif nova-e-text--spacing-s nova-e-text--color-inherit redraft-text">do you have any suggestions about how to estimate the relative&nbsp;contribution of different predictors in a multiple regression model of the type:</DIV><DIV class="nova-e-text nova-e-text--size-m nova-e-text--family-sans-serif nova-e-text--spacing-s nova-e-text--color-inherit redraft-text">y = b0 + b1x1 + b2x2 + ... + bnxn<STRONG><U> I have already finalized the model</U></STRONG> now I want to see the what is the R square of each of the predictors so I have an idea about the relative contribution of each of the predictors in the overall model?</DIV></DIV></DIV></DIV> Sun, 09 Feb 2020 12:50:59 GMT https://communities.sas.com/t5/Statistical-Procedures/Estimating-R-square-for-each-of-the-predictors-in-the-multiple/m-p/623403#M30022 Atulya212 2020-02-09T12:50:59Z Re: Estimating R square for each of the predictors in the multiple linear regression model https://communities.sas.com/t5/Statistical-Procedures/Estimating-R-square-for-each-of-the-predictors-in-the-multiple/m-p/623404#M30023 <P>R-squared is defined for the entire model. R-squared is not defined for an individual predictor variable in a model.</P> Sun, 09 Feb 2020 12:54:03 GMT https://communities.sas.com/t5/Statistical-Procedures/Estimating-R-square-for-each-of-the-predictors-in-the-multiple/m-p/623404#M30023 PaigeMiller 2020-02-09T12:54:03Z Re: Estimating R square for each of the predictors in the multiple linear regression model https://communities.sas.com/t5/Statistical-Procedures/Estimating-R-square-for-each-of-the-predictors-in-the-multiple/m-p/623406#M30024 <P>Yeah, you are correct but I need to find a way to estimate the individual contribution of each of the independent variables in the overall model R square.&nbsp;</P><P><SPAN>Being able to report such a decomposition of R square will be very useful to assess the explanatory power of individual regressors or groups of regressors.&nbsp;</SPAN></P> Sun, 09 Feb 2020 13:05:42 GMT https://communities.sas.com/t5/Statistical-Procedures/Estimating-R-square-for-each-of-the-predictors-in-the-multiple/m-p/623406#M30024 Atulya212 2020-02-09T13:05:42Z Re: Estimating R square for each of the predictors in the multiple linear regression model https://communities.sas.com/t5/Statistical-Procedures/Estimating-R-square-for-each-of-the-predictors-in-the-multiple/m-p/623408#M30026 <P>Unless you are modeling data collected in an orthogonal experiment, there is no unique decomposition of the contribution of each x-variable in a regression-like model. This is because your x-variables are correlated with one another, and it is impossible both logically and mathematically to determine what the contribution to R-squared of each x-variable is.</P> <P>&nbsp;</P> <P>Perhaps you mean (but didn't say) you want to find out which variables are the strongest predictors (in other words which variables have the steepest slopes)?</P> Sun, 09 Feb 2020 13:13:50 GMT https://communities.sas.com/t5/Statistical-Procedures/Estimating-R-square-for-each-of-the-predictors-in-the-multiple/m-p/623408#M30026 PaigeMiller 2020-02-09T13:13:50Z Re: Estimating R square for each of the predictors in the multiple linear regression model https://communities.sas.com/t5/Statistical-Procedures/Estimating-R-square-for-each-of-the-predictors-in-the-multiple/m-p/625395#M30102 <P>See <A href="http://support.sas.com/kb/22605.html" target="_self">this note</A> which discusses statistics for assessing variable importance, including the RsquareV macro to estimate the partial R-square for each effect in the model.&nbsp;</P> Mon, 17 Feb 2020 19:02:47 GMT https://communities.sas.com/t5/Statistical-Procedures/Estimating-R-square-for-each-of-the-predictors-in-the-multiple/m-p/625395#M30102 StatDave 2020-02-17T19:02:47Z