Torvon
2012-Dec-01 21:06 UTC
[R] Relative strength of regression predictors (relaimpo vs. relimp)
Hello! I am trying test my observed data against the null-hypothesis that different items from a psychological questionnaire contribute equally to the metric dependent variable that measures problems (sum score of a questionnaire). That is, I am interested in relative strength of the predictors. Predictor items of the questionnaire are on a scale from 0-3, and technically ordinal, although most people treat them as metric. I predict Y in a linear regression by these items (that differ from each other drastically in mean), controlling for age and sex. N=6000. m1 <- lm(totWAS ~ 1234x+s5+q6789x+s10+s11+s12+s13+s14+q1516x+ sex+age, data=D) Now I want to find out about relative strengths. Standardized coefficients differ in the profile from results obtained by the relaimpo and the relimp packages, the largest differences exist for the variable age (which is the only variable I standardized; the standardized beta is very large compared to the other risk factors, but the relative importance packages show that is nearly has any importance). Questions: (1) What can lead to differences between relative importance package results and standardized beta weights - mostly different means and standard errors of predictors? (2) What kind of procedure would you recommend - am I on the right track with the relimp and relaimpo packages? (3) Is there a way to only use standardized betas? I would prefer that because it would enable me to use standardized confidence intervals to reason that x1 has a meaningfully larger influence on y than x2 (if the CIs do not overlap). Thank you! Torvon [[alternative HTML version deleted]]