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st: What have I forgotten...?

From   Herb Smith <>
Subject   st: What have I forgotten...?
Date   Fri, 20 Oct 2006 07:10:53 -0400 (EDT)

I have simulated three variables, X, Y, and Z, with means of 0, variances
of 1, and a correlation matrix of

	Y	z

X	.2	.2

Y		.5

I calculate (pen and paper, or -dis-) partial correlations of r_sub_yz.x =
.479167 and r_sub_yx.z = .117851

If I generate a large enough sample, I can reproduce my correlation matrix
with -corr- and the anticipated partial correlations with -pcorr- (not to
mention the anticipated means and standard deviations, as per -summ-)

But, when I -regress- y x z (with or without -, beta-) I get

b_sub_yz.x ~ .479 (as I rather imagined I would), but

b_sub_yx.z ~ .104 (not ~.118)

I am forgetting something elementary about the (non?)-correspondence
between partial correlation coefficients and standardized regression
coefficients (I should think); else there is something weird in my code...

Thanks in advance,


Herbert L. Smith
Professor of Sociology and
Director, Population Studies Center
230 McNeil Building
3718 Locust Walk CR
University of Pennsylvania
Philadelphia, PA  19104-6298

215.898.7768 (office)
215.898.2124 (fax)
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