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Variance partitioning in a GLM

marthe_haarr

New Contributor

Joined:

Jun 16, 2016

Hi. I am wondering how to determine the portion of variance in the dependent variable that is explained by each independent variable in a GLM. I know this is doable in R, but would prefer to stick with JMP if possible. Thanks, Marthe

3 REPLIES
txnelson

Super User

Joined:

Jun 22, 2012

You can use the Variability platform to do this:

Analyze==>Quality and Process==>Variability/Attribute Gauge Chart

Jim
markbailey

Staff

Joined:

Jun 23, 2011

You might use the likelihood ratio chi square (L-R ChiSquare) presented in the Effect Tests report. This quantity would serve your purpose the same way as the sum of squares for each term would in ordinary least squares linear regression:

11964_Effect Tests Report.JPG

You might also use the Assess Variable Importance command in the red triangle menu for the Prediction Profiler (you have several choices of methods depending on the nature of your predictors):

11965_Variable Importance in Prediction Profiler.JPG

(Thanks to my colleague, Di Michelson, for thinking of the profiler.)

Learn it once, use it forever!
marthe_haarr

New Contributor

Joined:

Jun 16, 2016

Thank you so much! This was very helpful.