On Fri, Jun 1, 2012 at 2:05 PM, Jin Choi <oohps...@gmail.com> wrote: > Hello, > > I am trying to obtain the partial r-square values (r^2 or R2) for > individual predictors of an outcome variable in multiple linear > regression. I am using the 'lm' function to calculate the beta > coefficients, however, I would like to know the individual % > contributions of several indepenent variables. I tried searching for > this function in many R packages, but it has proven elusive to me. I > am an R beginner, and I am hoping that I will find a solution! > > Thank you very much. > > Sincerely,
This is the kind of practical user request I've been trying to answer in the rockchalk package. I have a function called "getDeltaRsquare". It takes a fitted regression and calculates the change in Rsquare when each variable is removed. It does not achieve the "Partition" idea for Rsquare that you might want because there is no logically meaningful way to partition Rsquare among predictors if there is any multicollinearity. I could point you at some stat books that try to achieve that partition, mostly they seem to be by psychologists (who like that kind of thing.) You will go down a rabbit hole of "semi-partial correlation coefficients" and so forth. But if you just want the "how much does R-square drop if I leave out this variable," I got that for you :) Whether that is meaningful to you, well, that's a bigger methodological question. pj > > Jin Choi > MSc Epidemiology student > McGill University, Montreal, Quebec, CANADA > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Paul E. Johnson Professor, Political Science Assoc. Director 1541 Lilac Lane, Room 504 Center for Research Methods University of Kansas University of Kansas http://pj.freefaculty.org http://quant.ku.edu ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.