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
Check ANOVA table, the variable which has the smallest P-value should be the most significant variable.
Or check the largest T-value .
Look at measures of variable importance in proc adaptivereg and proc pls.
Check ANOVA table, the variable which has the smallest P-value should be the most significant variable.
Or check the largest T-value .
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
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.
Thanks for the help
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