Seek for Statistical Test of Variability Contribution Percentage of Multiple Factors

#1
Hi,
I need statistical test which would tell me which percent of variability in dependent variable is from given independent set of variables and which of unknown ones.

Example:
Model: Y = Model (X1, X2, X3, ....)
Measurements of Y, X1 and X2 are given.

I need test which tells me the portion of variability contribution of X1 and X2 in Y variability, relative to overall Y variability.

I would like to know if i need to measure any additional independent variables (factors) which significantly contribute to Y variability.

Thanks,
Alexei.
 
Last edited:
#2
Re: Seek for Statistical Test of Variability Contribution Percentage of Multiple Fact

Hi, what you are looking for is probably the "partial R squared" respectively the "Coefficient of partial determination"
 
#3
Re: Seek for Statistical Test of Variability Contribution Percentage of Multiple Fact

Thanks for your reply.

Following your suggestion of "Coefficient of partial determination" measure, i have found FUV (fraction of unexplained variance) parameter.
It sounds to me like statistical measure that describes portion of factors which are missing.

Am i right ?

Thanks,
Alexei.
 
Last edited:

hlsmith

Less is more. Stay pure. Stay poor.
#4
Re: Seek for Statistical Test of Variability Contribution Percentage of Multiple Fact

No partial R-square is exactly what you were requesting in your initial post.