[R] Ask for functions to obtain partial R-square (squared partial correlation coefficients)
Frank E Harrell Jr
f.harrell at vanderbilt.edu
Mon Aug 20 16:01:29 CEST 2007
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
More information about the R-help
mailing list