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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
Jul 16, 2012 at 11:05 history answered Michael R. Chernick CC BY-SA 3.0