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

Author

Listed:
  • Mehmet Mehmetoglu

    (Norwegian University of Science and Technology)

Programming Language

Stata

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.

Suggested Citation

  • Mehmet Mehmetoglu, 2015. "REGCOEF: Stata module to compute coefficients for quantifying relative importance of predictors," Statistical Software Components S457952, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457952
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/r/regcoef.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/regcoef.sthlp
    File Function: help file
    Download Restriction: no
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