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- unique variance for each variable in multiple regression

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Oct 7, 2016 8:00 AM
(4563 views)

In the attached dataset and screenshot, I am trying to find the effect of prior academic achievement and SES on current achievement for students. How could I find the unique variance/semipartial correlation for each variance? I know it is not the square of standard beta for the variable. Any ideas? Thank you!

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JMP doesn't report semipartial correlations directly, but they can be calculated from regressions.

For example, to get the semipartial correlation for socioeconomic status, first, run two regressions as shown in the screenshots.

Then take the sqrt of the difference in RSquare values between the two models, i..e. sqrt(0.723934-0.715378)=0.0925. This indicates the "unique" contribution of socioeconomic status as a predictor.

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JMP doesn't report semipartial correlations directly, but they can be calculated from regressions.

For example, to get the semipartial correlation for socioeconomic status, first, run two regressions as shown in the screenshots.

Then take the sqrt of the difference in RSquare values between the two models, i..e. sqrt(0.723934-0.715378)=0.0925. This indicates the "unique" contribution of socioeconomic status as a predictor.