help pcorr dialog: pcorr
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Title
[R] pcorr -- Partial and semipartial correlation coefficients
Syntax
pcorr varname1 varlist [if] [in] [weight]
varname1 and varlist may contain time-series operators; see tsvarlist.
by is allowed; see [D] by.
aweights and fweights are allowed; see weight.
Menu
Statistics > Summaries, tables, and tests > Summary and descriptive
statistics > Partial correlations
Description
pcorr displays the partial and semipartial correlation coefficient of
varname1 with each variable in varlist after removing the effects of all
other variables in varlist. The squared correlations and corresponding
significance are also reported.
Example
. sysuse auto
. pcorr price mpg weight foreign
Saved results
pcorr saves the following in r():
Scalars
r(N) number of observations
r(df) degrees of freedom
Matrices
r(p_corr) partial correlation coefficient vector
r(sp_corr) semipartial correlation coefficient vector
Also see
Manual: [R] pcorr
Help: [R] correlate, [R] spearman