Weight of specific group in a datasetIn the image attached, I am trying to find out or rather calculate weight of the set of variables in circle in (A). When it is included in the data set it gives an R-sq of 0.59, however, when it is excluded the coefficient reduces to the minimum (B).
How can give a weighted value to the dataset, as I would like to exclude it from the dataset while showing and explaining on valid reasons why it is excluded?
AnalyticsRe: Weight of specific group in a datasetI am not sure that I fully understand your question but you might want to look at Cook's D Influence, which you can save for each data point in Fit Model. You could maybe average the cooks d influence for all the points in the group in question.
"Cook's D is based on the sum of the differences for every observation between the predicted response using the full data set and the predicted response using the leave one out set. So one or two highly influential observations might not result in a large Cook's D if there are many observations."
