Programming the statistical procedures from SAS

Model with great impact on multple linear regression

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Contributor
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Model with great impact on multple linear regression

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


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‎11-25-2016 07:13 PM
Super User
Posts: 9,775

Re: Model with great impact on multple linear regression

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

Or check the largest T-value .

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Respected Advisor
Posts: 4,756

Re: Model with great impact on multple linear regression

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

PG
Solution
‎11-25-2016 07:13 PM
Super User
Posts: 9,775

Re: Model with great impact on multple linear regression

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

Or check the largest T-value .

Contributor
Posts: 56

Re: Model with great impact on multple linear regression

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

Super User
Posts: 9,775

Re: Model with great impact on multple linear regression

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.
Contributor
Posts: 56

Re: Model with great impact on multple linear regression

Thanks for the help

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