matlab linprog 多个自变量,科学网—多个自变量，如何确定哪个更重要? - 梅卫平的博文...

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lmg

is the R^2 contribution averaged over orderings among regressors, cf. e.g. Lindeman, Merenda and Gold 1980, p.119ff or Chevan and Sutherland (1991).

pmvd

is the proportional marginal variance decomposition as proposed by Feldman (2005) (non-US version only). It can be interpreted as a weighted average over orderings among regressors, with data-dependent weights.

last

is each variables contribution when included last, also sometimes called "usefulness".

first

is each variables contribution when included first, which is just the squared covariance between y and the variable.

betasq

is the squared standardized coefficient.

pratt

is the product of the standardized coefficient and the correlation.

genizi

is the R^2 decomposition according to Genizi 1993

car

is the R^2 decomposition according to Zuber and Strimmer 2010, also available from package care (squares of scores produced by function carscore