search for: a14028871

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2007 Nov 29
1
relative importance of predictors
Hei Group, I want to compare the relative importance of predictors in a multiple linear regression y~a+bx1+cx2... However, bptest indicates heteroskedasticity of my model. I therefore perform a robust regression (rlm), in combination with bootstrapping (as outlined in J. Fox, Bootstrapping Regression Models). Now I want to compare the relative importance of my predictors. Can I rely on the