*! version 1.0 10Dec2014

help regcoef

Title

regcoef - coefficients for quantifying relative importance of predictors

Description

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. The last two
coefficients are comparably less familiar. The formula for the computation of these coefficients
as well as related references are provided below.

1) Unstandardised regression coefficient (b)

2) Fully standardised regression coefficient (beta)

3) Squared semipartial correlation (sr2)

4) Level importance coefficient (lc)

lc = b*X-bar (see Achen, pp. 71-73)

5) Structure coefficient (sc)

sc = corr(predictor,outcome)/R (see Meyers et al., 2006, p. 163)

KW: predictor
KW: regression
KW: relative importance

Example

. sysuse auto, clear

. reg price mpg headroom trunk turn foreign

. regcoef

. webuse reading, clear

. reg score i.class i.skill

. regcoef

Author

Mehmet Mehmetoglu
Department of Psychology
Norwegian University of Science and Technology
mehmetm@svt.ntnu.no

References

Achen, C. H. (1982). Interpreting and Using Regression. London: Sage.
Meyers, L. S., Gamst, G., & Guarino, A. J. (2006). Applied Multivariate Research - Design and Interpretation. London: Sage.