REGCOEF: Stata module to compute coefficients for quantifying relative importance of predictors

Mehmet Mehmetoglu ()
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Mehmet Mehmetoglu: Norwegian University of Science and Technology

Statistical Software Components from Boston College Department of Economics

Abstract: regcoef computes the following five different coefficients first three of which are commonly used to determine the relative importance of predictors of a regression model. These are the unstandardized and fully standardized coefficients, the squared semipartial correlation, the level importance coefficient and the structure coefficient.

Language: Stata
Requires: Stata version 13.1
Keywords: regression; predictors; regressors; partial correlation (search for similar items in EconPapers)
Date: 2015-01-15
Note: This module should be installed from within Stata by typing "ssc install regcoef". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/r/regcoef.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/regcoef.sthlp help file (text/plain)

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