Re: st: Computing semipartial correlations

[Richard Williams <Richard.A.Williams.5@nd.edu>]

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.
To follow up on my own message: ssc now has a routine I have written called 
-pcorr2- (type -findit pcorr2- to get it).  It works exactly like Stata's 
-pcorr- command, except it reports both the partial and semipartial 
correlations (-pcorr-- only reports the partials).  -pcorr- uses a wildly 
non-intuitive but correct formula to get the partials so the only real 
trick was figuring out the corresponding wildly non-intuitive but correct 
formula for the semipartials.  Thanks to Nick Cox for telling me how to 
make this publicly available and to Kit Baum for adding it to ssc.


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