Multivariate Regression - Percent Contribution to R^2

Colin

New Member
#1
I'm running a multivariate regression in Stata 12 SE that regresses six different groups of independent variables onto my dependent. Each group has a few dummy variables within it, ex: Socioeconomic Status includes income, education, occupation, etc.

I want to be able to show how much each group contributes to the R Sq of my final model. For example, I have an r sq of 34.5% and it would be great if I could say that Socioeconomic Status contributes 30%, another group explains 4.5%, and the rest is unexplained or something.

Any ideas?

~Colin