[R] relative importance of predictors

robert.ptacnik at niva.no robert.ptacnik at niva.no
Thu Nov 29 15:51:54 CET 2007


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 output of 'relaimpo' here? (which takes 'lm', not 'rlm' objects).

Thanks,
Robert




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