Model with great impact on multple linear regression

[sameer112217]

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

[PGStats]

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

[Ksharp · Accepted solution]

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

Or check the largest T-value .

[sameer112217]

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

[Ksharp]

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.

[sameer112217]

Thanks for the help