Pairwise partial R-squared of calibration covariates — calibrate_partial

For each W1[k], computes $$R^2_{W_{1k} \sim W_{1,-k} \cdot W_0}$$ i.e. the R-squared of regressing the W0-residualized W1[k] on the W0-residualized W1[-k]. Matches Table 3 in DMP (2026): a quick read on how collinear the comparison controls are.

Usage

calibrate_partial_r2(
  formula,
  data,
  compare = NULL,
  nocompare = NULL,
  subset = NULL
)

Arguments

formula: Two-sided formula: y ~ x + w1 + w2 + .... The first right-hand-side variable is the primary independent variable; the rest are controls.
data: A data.frame.
compare: Optional character vector of variables to use as the comparison set. Defaults to all controls if neither compare nor nocompare is given.
nocompare: Optional character vector of controls to exclude from the comparison set.
subset: Optional logical or integer vector indicating which rows of data to include in the estimation.

Value

A data.frame with columns variable and R2.