Timeline for Variable analysis in multiple linear regression
Current License: CC BY-SA 3.0
6 events
when toggle format | what | by | license | comment | |
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Oct 2, 2012 at 7:29 | vote | accept | Matteo De Felice | ||
Jul 16, 2012 at 13:04 | comment | added | Michael R. Chernick | Adjusted R-square is another measure you can enter into the mix. For each variable the percentage of variance it explains given the other variables in the model would be an intuitive measure of the variable's importance. This would be a partial R-square. | |
Jul 16, 2012 at 12:06 | comment | added | Matteo De Felice | Ok, so I won't compare t-statistics and I'll calculate AIC or Mallow's CP for each subset and then I'll evaluate which variable leads to better performances. | |
Jul 16, 2012 at 11:25 | comment | added | Matteo De Felice | I'm not looking for the best model but I just want to analyze the influence of single variables. | |
Jul 16, 2012 at 11:11 | history | edited | MånsT | CC BY-SA 3.0 |
Added some links
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Jul 16, 2012 at 11:05 | history | answered | Michael R. Chernick | CC BY-SA 3.0 |