Dear Forum,
Is it allowed to compare omega-squared coefficients of different independent variables after regressions with same dependent variable and controls? I have five linear regressions which differ only in independent variable. I need to define in which model independent variable has stronger effect size measured by omega-squared.
Code:
eststo sob3: reg compliance sob_factor $SD $PT $ES
estat esize, omega
eststo depression3: reg compliance phq9_index  $SD $PT $ES
estat esize, omega