Dear Avneet

If you fit a multiple linear regression model your independent
variables will not be orthogonal and therefore it is difficult
to divide the r square on the different variables with a
meaningful interpretation.
In a balanced analysis of variance design the situation is
somehow different. As result of the balanced design the
explanatory variables are orthogonal and you can decompose the
sum of squares on the different variables.
But if you have covariables you must be careful. I wouldn't try
to assign r square values for each Variable.

Regards,

Christoph Buser

--------------------------------------------------------------
Christoph Buser <[EMAIL PROTECTED]>
Seminar fuer Statistik, LEO C11
ETH (Federal Inst. Technology)  8092 Zurich      SWITZERLAND
phone: x-41-1-632-5414          fax: 632-1228
http://stat.ethz.ch/~buser/
--------------------------------------------------------------


Singh, Avneet writes:
 > Hello
 > 
 > Could you please suggest a way to find out the r square values for each
 > independent variable while using "lm" for developing a multiple linear
 > regression model.
 > 
 > Thank you
 > avneet
 > 
 > "I have no data yet. It is a capital mistake to theorize before one has
 > data. Insensibly one begins to twist facts to suit theories instead of
 > theories to suit facts."
 > ~ Sir Arthur Conan Doyle (1859-1930), Sherlock Holmes
 > 
 > ______________________________________________
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