by David Firth

Question: What are the most important variables in regression?

Important for what? Without a criterion for importance, the inquiries are meaningless.' Goes on to distinguish three notions of importance, namely :

1. `theoretical importance' (measured by β_Χ)  
2. `level importance' (measured by β_{Χ *}  μ_Χ   ) 
3.  `dispersion importance' (measured by     σ_{Υ       ^/}  β_Χ* σ_Χ  
   
   Of the last, Achen says: `although almost no one is substantively interested in it, many social scientists use it as their sole importance measure.' He suggests standardization by the (supposed fixed) range of a variable, rather than by its s.d., to achieve comparability across samples.