Careful calculations are performed to obtain the radial density-density response function for the He and the Be series. This is also done along the adiabatic connection of the density functional theory (as the system evolves from the real, physical system to the Kohn-Sham one). In this process the electron density is kept constant, while the strength of the interaction between electrons changes. The response functions are analyzed in terms of their eigenvalues and eigenfunctions. The latter change only little along this process. The absolute value of the eigenvalues is in general reduced by the interaction: A screening effect is present. For the near-degenerate systems, we notice that the opposite effect can appear (antiscreening).