# Stata: Multiple Regression and Partial and Semipartial Correlations

21 Apr 2011# Multiple Regression

This post will:

- Show how to extend bivariate regression to include multiple predictor variables.
- Show how to manually create partial and semipartial correlations using residuals from a regression model.
- Show how to use the
`pcorr`

command to obtain partial and semipartial correlations.

## Multiple Predictors

We will again use the **auto** dataset.

```
sysuse auto, clear
```

Suppose we want to regress *price* on three variables – *mpg*, *weight*, and *foreign*. To add three predictors, we simply add the variables we want after the dependent variable.

```
regress price mpg weight foreign
```

This produces the following output.

## Partial and Semipartial Correlations - Manual Method

Recall that a partial correlation is the relationship between *x* and *y* once the shared variance between *x* and *x2* has been removed from *x* and once the shared variance between *y* and *x2* has been removed from *y*. A semipartial correlation is similar except that we only remove the shared variance between *x* and *x2* (i.e., *y* remains untouched). Note: Although I’ve only referenced *x2*, we can in principle include many control variables as our example will show.

Suppose we want to obtain the partial correlation between *price* and *mpg* controlling for *weight* and *foreign*. To do this we need the part of *price* that is independent of *weight* and *foreign*. We also need the part of *mpg* that is independent of *weight* and *foreign*. We can get this information with residuals.

### The part of *price* independent of *weight* and *foreign*

To obtain the part of *price* independent of *weight* and *foreign* we regress *price* on *weight* and *foreign*.

```
regress price weight foreign
```

We then save the residuals for *price*. We’ll call this *priceres*

```
predict priceres, residuals
```

We now have a new variable in our dataset called *priceres*.

```
summarize priceres, detail
```

### The part of *mpg* that is independent of *weight* and *foreign*

At this point, we need to repeat what we did about except substitute *mpg* for price. We regress *mpg* on *weight* and *foreign*.

```
regress mpg weight foreign
```

We save the residuals for *mpg*. We’ll call this *mpgres* (not very original, I know).

```
predict mpgres, residuals
```

We now have a new variable in our dataset called *mpgres*.

```
summarize mpgres, detail
```

### Partial correlation

We know have everything we need for the partial correlation between *price* and *mpg* controlling for *weight* and *foreign*. Specifically, we have *priceres* – which is the part of *price* that is independent of *weight* and *foreign*. We also have *mpgres* – which is the part of *mpg* that is independent of *weight* and *foreign*. Therefore, to obtain the partial correlation we simply need to correlate *priceres* and *mpgres*.

```
corr priceres mpgres
```

### Semipartial correlation

We also already have everything we need for the semipartial correlation. Recall that for the semipartial correlation we only remove the shared relationship between *x* and the *x2* (or set of covariates). We don’t do anything with *y*. In our example *price* is our *y* variable. So to compute the semipartial correlation we correlate *price* (i.e., the “untouched” *y* variable) and *mpgres* (i.e., the part of *mpg* that is independent of *weight* and *foreign*).

```
corr price mpgres
```

## Partial and Semipartial Correlations - `pcorr`

Thankfully Stata has a built in command for computing partial and semipartial correlations – pcorr. To obtain the partial and semipartial correlations, we type:

```
pcorr price mpg weight foreign
```

Note that the first variable listed is considered the *y* variable. All other variables are variables are considered *x* variables. Stata reports as many partial and semipartial correlations as there are *x* variables. Additionally, Stata reports the squared partial and squared semipartial correlations. These are interpreted as the proportion of shared variance between *y* and *x* controlling for the other *x* variables. The partial and semipartial correlations listed for *mpg* are the same as what we found above.