[R] Ask for functions to obtain partial R-square (squared partial correlation coefficients)

[Frank E Harrell Jr]

Ye Xingwang wrote:
> The partial R-square (or coefficient of partial determination, or
> squared partial correlation coefficients) measures the marginal
> contribution of one explanatory variable when all others are already
> included in multiple linear regression model.
> 
> The following link has very clear explanations on partial and
> semi-partial correlation:
> http://www.psy.jhu.edu/~ashelton/courses/stats315/week2.pdf
> 
> In SAS, the options is PCORR2 and SCORR2.
> For example(from http://www.ats.ucla.edu/stat/sas/examples/alsm/alsmsasch7.htm)
> 
> data ch7tab01;
>   input X1 X2 X3 Y;
>   label x1 = 'Triceps'
>         x2 = 'Thigh cir.'
>     x3 = 'Midarm cir.'
>          y = 'body fat';
>   cards;
>   19.5  43.1  29.1  11.9
>   24.7  49.8  28.2  22.8
>   30.7  51.9  37.0  18.7
>   29.8  54.3  31.1  20.1
>   19.1  42.2  30.9  12.9
>   25.6  53.9  23.7  21.7
>   31.4  58.5  27.6  27.1
>   27.9  52.1  30.6  25.4
>   22.1  49.9  23.2  21.3
>   25.5  53.5  24.8  19.3
>   31.1  56.6  30.0  25.4
>   30.4  56.7  28.3  27.2
>   18.7  46.5  23.0  11.7
>   19.7  44.2  28.6  17.8
>   14.6  42.7  21.3  12.8
>   29.5  54.4  30.1  23.9
>   27.7  55.3  25.7  22.6
>   30.2  58.6  24.6  25.4
>   22.7  48.2  27.1  14.8
>   25.2  51.0  27.5  21.1
> ;
> run;
> 
> proc reg data = ch7tab01;
>   model y = x1 x2 / pcorr2 SCORR2;
>   model y = x1-x3 / pcorr2 SCORR2;
> run;
> quit;
> 
> There has been a post in
> http://tolstoy.newcastle.edu.au/R/help/05/03/0437.html
> 
> It will be great appreciated if someone could write a general function
> to work with class lm or glm to obtain the
> pcorr2 (squared partial correlation coefficients using Type II sums of squares)
> and scorr2 (squared semi-partial correlation coefficients using Type
> II sums of squares)
> for all independent variables (>3 variables) simultaneously?
> 
> Thank you.
> Xingwang Ye
> 

library(Design)  # requires Hmisc
f <- ols(y ~ x1 + x2)
p <- plot(anova(f), what='partial R2')
p

The anova.Design function called above handles pooling related degrees 
of freedom and pools main effects with related interaction effects to 
get the total partial effect.

Frank


-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University