I am running OLS regression with one dependent variable and three predictor variabels. All the variables in the regression model have shown significant impact on the DV.
I have a very large sample of data and so, the significant impact may be attributed to asymptotic properties of the variables also.
So, i want to test the effect size of the predictor variables. How to perform it on the results of regression.
thanks in advance.
The overall effect of the influence of all predictor variables is determined by the multiple coefficient of determination. The influence of one predictor variable is determined by the corresponding regression parameter. Since the number of observations is large, the estimates of the regression parameters are close to their true values. The same can be said about the evaluation of the multiple coefficient of determination.
It should be noted that with significant influence of all predictor variables on the dependent variable, some regression parameters may be insignificant.
Dear Dr,
Srikanth Potharla
The following site can help you.
https://www.statisticssolutions.com/?s=Effect+size
Best regards. Walter
Dear Dr. Srikanth Potharla,
In my opinion, an effect size in multiple regression ( f ^2) should be used according to Cohen. For example, see the link bellow.
https://ncss-wpengine.netdna-ssl.com/wp-content/themes/ncss/pdf/Procedures/PASS/Multiple_Regression_using_Effect_Size.pdf
Best regards, Sergiy
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