I used a stepwise multiple regression to generate a model and I am trying to appropriately report the results by indicating the (additional) variance explained by each included factor. I'm not sure how to extract that information, however.
Basically my code thus far is simply:
init <- lm(dep ~ fac1 + fac2 + fac3 + fac4,data=data) final <- stepAIC(init, direction="both")
final <- step(init, direction="both")
In the case of my data, the final model is
final ~ fac1 + fac2 + fac3
At this point, I want to know how much variance the most important factor explains, how much additional variance is explained by adding a second factor and so on. I can get the coefficients, but I'm not sure how to extract the R/R^2 for each factor.
Where is that reported?
Thanks in advance.