> If what you are interested in is contribution of each
> variable when all other variables are included in
> the model, then you can use Type III SS.
Using the Type III SS to tell you the contribution to total variability explained of each individual variable is a nice idea, but it doesn't really make a lot of sense when you have 125 variables which are correlated with one another. In fact, I wouldn't recommend PROC REG in this case at all; instead I would use PROC PLS.
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