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tf4887031
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