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,
--Herb
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
[email protected]
215.898.7768 (office)
215.898.2124 (fax)
*
* 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/
