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st: What have I forgotten...?


From   Herb Smith <hsmith@pop.upenn.edu>
To   statalist@hsphsun2.harvard.edu
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,

--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

hsmith@pop.upenn.edu

215.898.7768 (office)
215.898.2124 (fax)
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