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From |
"Scott Merryman" <smerryman@kc.rr.com> |

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

Subject |
Re: st: Computing semipartial correlations |

Date |
Thu, 11 Dec 2003 18:35:38 -0600 |

It sounds like you already have the solution in hand; in addition there is Philip Ender's -partcorr- that computes partial and semipartial correlations. -findit semipartial correlation- will bring it up, Scott ----- Original Message ----- From: "Richard Williams" <Richard.A.Williams.5@nd.edu> To: <statalist@hsphsun2.harvard.edu> Sent: Thursday, December 11, 2003 1:53 PM 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. > > * * 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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