Problems with Existing Models of R2 Decomposition for Correlated Regressors
ANOVA in R: The difficulty in decomposing R2 for regression models with correlated regressors lies in the fact that the order in which regressors are entered into the model yields a different decomposition of the model sum of squares (i.e., the order in which regressors are entered into the model can have a very strong impact on their relative R2 contributions).
TYPE III SS/Stepwise-Regression: Type III Sum of Squares are often used to to compare what each regressor is able to explain in addition to all other regressors that are available. Here, we ascribe to each regressor the increase in R2 when including this regressor as the last of the p regressors. If regressors are correlated, these contributions do not add up to the overall R2, and typically add up to far less than the overall R2.Moreover, the direct effect of a regressor with the criterion cannot be calculated this way.
Current Approach * We evaluate R2 based on the proportionate contribution each predictor makes to R2, considering both its direct effect (i.e., its correlation with the criterion) and its effect when combined with the other variables in the regression equation.
(LMG: Lindemann, Merenda and Gold-1980)
| R2_ed | R2_pl | R2_co | Total |
|---|---|---|---|
| 0.0132972 | 0.0134925 | 0.0407130 | 0.0675026 |
| 0.0014548 | 0.0078898 | 0.0072842 | 0.0166288 |
| 0.0011824 | 0.0183753 | 0.0095648 | 0.0291225 |
| 0.0040214 | 0.0104478 | 0.0104103 | 0.0248795 |
| 0.0424400 | 0.0072535 | 0.0031434 | 0.0528369 |
| 0.0092011 | 0.0018007 | 0.0146924 | 0.0256943 |
| 0.0202613 | 0.0054078 | 0.0010898 | 0.0267590 |
| 0.0255592 | 0.0191125 | 0.0054265 | 0.0500982 |
| 0.0098052 | 0.0043447 | 0.0037019 | 0.0178518 |
| 0.0048110 | 0.0047099 | 0.0009763 | 0.0104972 |
| R2_ed | R2_pl | R2_co | Total |
|---|---|---|---|
| 0.0050957 | 0.0079018 | 0.0337777 | 0.0467752 |
| 0.0079628 | 0.0007182 | 0.0000145 | 0.0086955 |
| 0.0026409 | 0.0073826 | 0.0015692 | 0.0115927 |
| 0.0006161 | 0.0039225 | 0.0022913 | 0.0068299 |
| 0.0170775 | 0.0072753 | 0.0007541 | 0.0251069 |
| 0.0036323 | 0.0020120 | 0.0059837 | 0.0116279 |
| 0.0153728 | 0.0037677 | 0.0037156 | 0.0228562 |
| 0.0090538 | 0.0160976 | 0.0015017 | 0.0266531 |
| 0.0029315 | 0.0026116 | 0.0013779 | 0.0069210 |
| 0.0004654 | 0.0043910 | 0.0002817 | 0.0051382 |
| R2_ed | R2_pl2SDceil | R2_co2SDceil | Total |
|---|---|---|---|
| 0.0045098 | 0.0085365 | 0.0297464 | 0.0427927 |
| 0.0076761 | 0.0006020 | 0.0003276 | 0.0086057 |
| 0.0027062 | 0.0077401 | 0.0011110 | 0.0115573 |
| 0.0007387 | 0.0039420 | 0.0022163 | 0.0068970 |
| 0.0168337 | 0.0066026 | 0.0014437 | 0.0248799 |
| 0.0033952 | 0.0016574 | 0.0051411 | 0.0101937 |
| 0.0153807 | 0.0038641 | 0.0017099 | 0.0209547 |
| 0.0085277 | 0.0134875 | 0.0050121 | 0.0270273 |
| 0.0027787 | 0.0019248 | 0.0027577 | 0.0074612 |
| 0.0005586 | 0.0029915 | 0.0014265 | 0.0049766 |
R2 Brain Parcellation Map Labeled Based on Gordon et al., 2016
R2 Brain Parcellation Map Labeled Based on BA areas
R2 Brain Parcellation Map: No labels