One purpose of many regression studies is to compare the relative importance of the independent variables. Several different measures have been used to measure importance:t-values, standardized regression coefficients, elasticity, commonality analysis, increment inR2, correlation coefficients, hierarchical partitioning etc. Some of these measures have the common feature of partitioningR2 between the independent variables and assess their importance according to their contribution toR2. This paper is an attempt to clarify the advantages and disadvantages with these different methods and find out if any useful information can be gained by a partitioning ofR2.