I have a basic question related to regression analysis as I’m looking for the right method to address my problem.
In a first step I run a regression with Y as my dependent variable and CA as explanatory variable:
reg Y CA
In a next step I decompose CA such that CA = x1 + x2 and CA = y1 + y2. Note that x1, x2, y1 and y2 are standardized coefficients. Now I’m running two separate regressions on the same dataset, i.e.
reg Y x1 x2
reg Y y1 y2
This allows me to make statements on the relative size of x1 vs x2 as well as y1 vs y2. However, is there any way to make statements about the relative size of x1, x2, y1 and y2?