R help - Jan 2005 - r square values for independent variables in multiple linear regr ession model -- newbie

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

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 <buser at stat.math.ethz.ch>
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
 > 
 > ______________________________________________
 > R-help at stat.math.ethz.ch mailing list
 > https://stat.ethz.ch/mailman/listinfo/r-help
 > PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html