source("http://www.uvm.edu/~rsingle/stat221/data/scripts-221.R")

 dat <- bookdata("ch05q02.txt")
 head(dat)

 y.x1   <- lm(SBP~QUET, data=dat)
 y.x2   <- lm(SBP~AGE, data=dat)
 y.x1x2 <- lm(SBP~QUET+AGE, data=dat)
 y.x2x1 <- lm(SBP~AGE+QUET, data=dat)

#Recode the data in terms of Y, X1, X2, & X3
 Y  <- dat$SBP
 X1 <- dat$QUET
 X2 <- dat$AGE
 X3 <- dat$SMK
 X0 <- rep(1, times=length(X1))
 

 dat$PERSON <- NULL
 cor(dat)
 pairs(dat) 
 
#R.y|x1,x2 vs R.squared
 cor(Y, y.x1x2$fit)
 summary(y.x1x2)$r.squared
 
#Partial Correlation bet Y & X1 controlling for X2
 r.yx1  <- cor(Y,X1)
 r.yx2  <- cor(Y,X2)
 r.x1x2 <- cor(X1,X2)
 
 r.yx1.x2 <- (r.yx1 - r.yx2*r.x1x2)/sqrt((1-r.yx2^2)*(1-r.x1x2^2))
 r.yx1.x2
 
 x1.x2 <- lm(X1~X2)
 cor(y.x2$resid, x1.x2$resid)
 
#Partial Correlation bet Y & X2 controlling for X1
 x2.x1 <- lm(X2~X1)
 r.yx2.x1 <- cor(y.x1$resid, x2.x1$resid)
 r.yx2.x1
 
 anova(y.x1x2)
 anova(y.x2x1)