Multiple and Partial Correlation

I. With only two predictors

A. The beta weights can be computed as follows:

rY1 rY 2 r12
Y1.2 (1)
1 r122

rY 2 rY1r12
Y 2 .1 (2)
1 r122

B. Multiple R can be computed several ways. From the simple correlations, as

rY21 rY2 2 2rY1rY 2 r12

R Y1.2 (3)
1 r122

or from the beta weights and validities as

R Y.12 Y1.2 rY1 Y 2.1 rY 2 (4)

C. Semipartial correlations in general equal the square root of R2 complete minus R2

reduced. These are called semipartial correlations because th e variance of the other
controlled variable(s) is removed from the predictor, but not from the criterion.
Therefore, in the two predictor case, they are equal

rY2 (1.2) R 2Y.12 rY2 2 (5)

Using Equation 3 above and some algebra

So the relationship between the semipartial correlation and the beta weight from
Equations 1 and 7 is

(rY1 rY 2 r12 ) 2
r Y (1.2) 2 (6)
1 r12

rY1 rY 2 r12
r Y (1.2 ) (7)
1 r12

rY 2 rY1 r12
r Y ( 2.1) (8)
1 r12

2
r Y (1.2) Y1.2 1 r 12 (9)

D. Partial correlations differ from semipartial correlations in that the partialled (or
covaried) variance is removed from both the criterion and the predictor. The squared
 partial correlation is equal to R2 complete minus R2 reduced divided by 1 minus R2
reduced. In the two variable case the equation is

R 2Y.12 rY2 2
rY21.2 (10)
1 rY2 2

Again using Equation 3 and some more algebra

( rY1 rY 2 r12 ) 2
rY21.2 2 (11)
(1 r12 )(1 rY2 2 )

rY1 rY 2 r12
rY1.2 (12)
2
(1 r12 )(1 rY2 2 )

rY 2 rY1 r12
rY 2.1 (13)
2
(1 r12 )(1 rY21 )

The relation between partial correlations and beta weights for the two predictor
problem turns out to be

rY1.2 Y1.2 1Y.2 (14)

So semipartial correlations are directional but partial correlations are nondirectional.

E. Following Cohen and Cohen (1975, p. 80), we can think of all these in terms of what
they call Ballentines (we can call Mickeys)

Here, the total Y variance is a+b+c+e = 1.

R 2Y1.2 a b c; 1 R 2Y1.2 e, error; rY21 a c; and rY2 2 b c .
The semipartial correlations are:

rY2 (1.2 ) R 2Y.12 rY2 2 a

rY2 ( 2.1) R 2Y.12 rY21 b
 And the partial correlations are:

R 2Y.12 rY2 2 a
rY21.2
1 rY2 2 ae
R 2Y.12 rY21 b
rY2 2.1
1 rY21 be

II. With more than two predictors

A. First the relation between a multiple R and various partial r's.

R 2Y.123...P 1 (1 rY2 2.1 )(1 rY2 3.12 )...(1 rYP

2
.123... ) (15)

This should remind the reader of stepwise multiple regression where each new
variable is entered while controlling the variance explained by earlier entered
variables. Therefore, if we could compute the higher order partial correlations, we
could do multiple regression by hand. A recurrence relationship allows us to do just
that, which is

rY1.23...P 1 ( rYP.23...P 1 )(r1P.23...P 1 )

rY1.23...P (16)
(1 rYP.23...P 1 )(1 r1P.23...P 1 )

Unfortunately, the work involved in solving all the necessary partial correlations is
about the same as the work required to solve the normal equations in the first place,
but at least each step is interpretable. Again in the general case the relation between
partial correlations and beta weights is
rY1.23...P 1.23...P 1Y.23...P (17)