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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Computing semipartial correlations |

Date |
Thu, 11 Dec 2003 20:05:55 -0000 |

One way of making this public is to send the files (including .hlp) to Kit Baum for inclusion at SSC. Kit will want your .ado your .hlp a brief write-up keywords (like "semipartial correlation") See the latest SSC example, -checkvar- by Phil Bardsley, by ssc desc checkvar Nick n.j.cox@durham.ac.uk > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Richard > Williams > Sent: 11 December 2003 19:53 > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: Computing semipartial correlations > > > At 11:54 AM 12/11/2003 -0500, Richard Williams wrote: > >The pcorr routine uses the following formula to compute > partial correlations: > > > >t/sqrt(t^2 + N - K -1) where N = Sample size and K = # of > X variables > > > >This is not the most intuitive formula in the world, but > it works! I would > >like to modify the program to compute semipartial > correlations. Does > >anybody know of a similarly straightforward formula that would do > >this? pcorr runs a regress command and then uses the > saved estimates to > >do its calculations. Thanks for any input. > > I figured out the answer to my own question, in case > anybody else is > interested. The formula for a semipartial is, of course, > > t * sqrt((1-R^2)/(N-K-1)) > > (I actually did a proof of this 7 years ago that I had > completely forgotten > about). > > To implement this in the pcorr command, you drop this line > > */ %9.4f `s'*sqrt(r(F)/(r(F)+`NmK')) /* > > and replace it with > > */ %9.4f `s'*sqrt(r(F)* ((1-e(r2))/`NmK')) / > > Also, change the program define line to pcorr2 (or perhaps > semicorr) and > have the program print out Semipartial instead of Partial. > I imagine > somebody who is a little more skilled than I currently am > could rewrite the > routine to print out both the partials and the semipartials. > > Given that it is fairly easy to modify pcorr to give both > partial and > semipartial correlations, can I request that Stata do so? Or, if I > eventually just do it myself, how would I make a semicorr > or a pcorr2 > routine available to the world? Thanks. > > > > ------------------------------------------- > Richard Williams, Associate Professor > OFFICE: (574)631-6668, (574)631-6463 > FAX: (574)288-4373 > HOME: (574)289-5227 > EMAIL: Richard.A.Williams.5@ND.Edu > WWW (personal): http://www.nd.edu/~rwilliam > WWW (department): http://www.nd.edu/~soc > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: Computing semipartial correlations***From:*Richard Williams <Richard.A.Williams.5@nd.edu>

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