[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
Richard Williams <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Computing semipartial correlations |

Date |
Thu, 11 Dec 2003 14:53:21 -0500 |

At 11:54 AM 12/11/2003 -0500, Richard Williams wrote:

The pcorr routine uses the following formula to compute partial correlations: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(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.

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: [email protected]

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/

**Follow-Ups**:**Re: st: Computing semipartial correlations***From:*"Scott Merryman" <[email protected]>

**RE: st: Computing semipartial correlations***From:*"Nick Cox" <[email protected]>

**References**:**st: Computing semipartial correlations***From:*Richard Williams <[email protected]>

- Prev by Date:
**st: Ordered logit - Fixed effects** - Next by Date:
**RE: st: Computing semipartial correlations** - Previous by thread:
**st: Computing semipartial correlations** - Next by thread:
**RE: st: Computing semipartial correlations** - Index(es):

© Copyright 1996–2024 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |