On Jun 3, 2012, at 17:00 , Uwe Ligges wrote: > > > On 01.06.2012 21:05, Jin Choi wrote: >> Hello, >> >> I am trying to obtain the partial r-square values (r^2 or R2) for >> individual predictors of an outcome variable in multiple linear >> regression. I am using the 'lm' function to calculate the beta >> coefficients, however, I would like to know the individual % >> contributions of several indepenent variables. I tried searching for >> this function in many R packages, but it has proven elusive to me. I >> am an R beginner, and I am hoping that I will find a solution! > > > summary(lm(...)) calculates the R^2. See ?summary.lm
The question was about _partial_ R^2. There is such a thing and it would be calculated as SS_term/(SS_term+SS_error) where SS_term is the sum of squares of the kind you'd get from drop1(). For single quantitative terms, as far as I can tell this is the square of the partial correlation obtained by regression of y-residuals on x-residuals, removing effects of all other terms in the model. However, that is not a "partitioning" of the full R^2. The partial R-squares do not sum or otherwise combine to give that number. Rather, it is just a transformation of the F-statistic for the relevant term. > > Uwe Ligges > >> Thank you very much. >> >> Sincerely, >> >> Jin Choi >> MSc Epidemiology student >> McGill University, Montreal, Quebec, CANADA >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
