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2
votes
2answers
55 views

Can we identify ARIMA model without looking at ACF and PACF plot?

Can we identify ARIMA($p,d,q$) model without looking at the ACF and PACF plots? I am trying to write a generalized R programme for fitting time series models. We may find out the orders $p$, $d$ and ...
0
votes
0answers
23 views

Partial correlation, semi partial correlation and what's this?

Assuming that I have IV x1, x2 ... xn and DV y: regressing x1 on (x2 + ... + xn) yields residuals e1, regressing y on (x2 + ... + xn) yields residuals ey, Then if I understand it correctly, r(e1,y) ...
0
votes
0answers
6 views

Interpretation of Mantel r correlations

I am using mantel in R package Ecodist to perform a series of partial mantel tests. I am examining the correlation between a species composition (Bray-curtis ...
1
vote
2answers
36 views

How can including an IV uncorrelated with the DV improve a multiple regression model?

Let's say $Y$ is my DV, and $X_1$,and $X_2$ are IVs: \begin{align} \newcommand{\Cor}{\rm Cor} \Cor(Y,X_1) &= 0.7994172 \\ \Cor(Y,X_2) &= -0.00041 \\ \Cor(X_1,X_2) &= 0.505 ...
1
vote
0answers
9 views

Estimation of partial correlations strength after/during Glasso

I've been asked to run some estimations of partial correlation using the glasso algorithm. Luckily, now I'm in a situation where my number of data points is not that low ($N > 2\times p $), with N ...
0
votes
0answers
35 views

Difference between Partial Correlation and Semi-Partial Correlation

Partial Correlation is when there are three things connected each other(A,B,C), when comparing A and B, we should think about the effect of C so when we calculate the pure relationship between A and ...
1
vote
0answers
23 views

Is partial Pearson correlation considered as a linear measure of association?

I know Pearson's correlation is considered to be a linear measure of association, for it is intimately linked to simple least square regression. It is known to have poor performance on non-linear data ...
0
votes
0answers
7 views

Is the following regression procedure equivalent to semi-partial correlation?

Take the residuals of A (as explained by B), regress these residuals against C. Is this equivalent to the semi-partial correlation of A on C, holding a fixed against B? (Excepting the usual ...
1
vote
1answer
119 views

How could I get a correlation value that accounts for gender?

For instance if I were trying to relate Age and Height, I would do something like this: df <- data.frame(Age, Height) cor(df) How could I get Pearson's r ...
0
votes
0answers
53 views

How to report partial correlation results?

I received the proofs of a scientific article and the editor changed the way we reported partial correlation results from symbol r = ... to ...
2
votes
3answers
43 views

Why do ACF and PACF plots tend closer to each other with the increase of observations?

I have an AR(2) process: $Y_t=0.6Y_{t-1}+0.1Y_{t-2}+\varepsilon_t$. When I plot its autocorrelation function & partial autocorrelation function on the same plane, I notice that their separate ...
0
votes
0answers
92 views

performing a partial correlation using cosine similarity

I wonder if it's possible to carry out a partial correlation using correlation measures other than the Pearson or Spearman correlation. In particular, I want to assess the cosine similarity between X ...
2
votes
1answer
31 views

Two moderate zero-order correlations leading to two weak to null partial correlations: What does it mean?

I am trying (operative word) to validate a scale composed of two highly correlated (~.7) subscales, let's call them A and B. In order to establish convergent validity with other measures, I am looking ...
2
votes
0answers
74 views

Testing for conditional independence: What's the correct way?

My goal is to check if two variables $X$ and $Y$ are conditionally independent given $Z$. For simplicity, let's assume the joint distribution is multivariate normal. In this case, we can compute ...
1
vote
1answer
231 views

How do I interpret this ACF and PACF plot?

I am very new to time-series analysis and have got some time-series data regarding product prices. The data set is monthly data collect since 1993 to 2014. I have tried plotting the ACF and PACF but ...
1
vote
0answers
30 views

How to describe this study design + MLM adequate for analysis?

I have recently encountered a rather particular study design and wonder how it could be adequately described and if a multilevel model should be used to analyze it. There are 3 factors in this ...
1
vote
1answer
55 views

Correlation among two variables shared by a third set of variables

I am interested in a measure that quantifies the correlation between two variables X,Y that is also shared by a third set of variables Z. That is, a measure that is in some way the converse of the ...
0
votes
0answers
20 views

meaning of partial correlation in regression with no significant association

When I have a simple multivariate regression with two independent variables $$y = \alpha_0 + \beta_1 X_1 + \beta_2 X_2 + \epsilon $$ and I want to compute the partial correlation squared ($pr^2$) of ...
0
votes
0answers
36 views

Correlation between categorical and numerical variable, controlling for a third “overlapping” numerical variable

I am interested in the relationship between a numerical variable (let's call it density) and a categorical binary predictor (let's call it class), controlling for two other numerical variables (length ...
0
votes
0answers
32 views

Partial correlation - reliability of estimation

I want to test for vanishing higher-order partial correlations as part of a conditional independence test. For computational complexity reasons, I want to condition on progressively larger sets. In a ...
0
votes
0answers
39 views

Overlap between 1) regression results and 2) correlation between residualized versions of variables

Scenario: 1) Regress a standardized variable A ("stand. A") on a standardized Variable B "(stand. B"). Since both Variable A and Variable B have a number of potentially confounding influences on ...
1
vote
1answer
46 views

Deriving Pearson correlation from regression results

If the common regression results as typically reported in an empirical primary study (sample size n, regression coefficients (Betas), t-statistic, p-value, R^2, adj. R^2) are given in the case of more ...
0
votes
0answers
70 views

panel data with serially correlated independent and dependent variables

I have a panel data where the independent variables are serially correlated (macro-economic time series), also the dependent variables (company sales growth) are probably serially correlated. Here ...
0
votes
0answers
67 views

How can I compute multicollinearity (VIF) in R, and know if it's safe?

I am working on a group project for a university course on "big data research methods". My data is aggregated by neighborhoods in Chicago. My dependent variable $Y$ is the property crime rate (per ...
0
votes
0answers
51 views

Inference drawn from multiple correlation coefficient and partial correlation coefficient

I would like an explanation to why we need both types of correlation coefficients. Google helps me with the appropriate formula to calculate the coefficients so I do not think I need any help on that. ...
5
votes
3answers
296 views

In linear regression, what does $\beta_1 = 0$ really mean?

If granted omniscience and we know that $\beta_1$ in a multiple linear regression model is truly 0, what does that mean in words (and math notation)? The model is: $Y = \beta_0 + \beta_1X_1 + ...
0
votes
0answers
82 views

Constructing Bayes Factor comparing a single correlation coefficient in the entire sample vs. separate coefficients by group?

I have a sample consisting of 4 independent groups of participants. For any two variables within the sample, I would like to quantify the improvement in fit to the data from estimating a separate ...
12
votes
1answer
685 views

Why does inversion of a covariance matrix yield partial correlations between random variables?

I heard that partial correlations between random variables can be found by inverting the covariance matrix and taking appropriate cells from such resulting precision matrix (this fact is mentioned in ...
4
votes
0answers
105 views

Copulas for generating uniform random variables with correlations

I want to generate uniform random variables which have a correlation structure defined by a graph i.e. a variable is only correlated with its neighbors in the graph and is uncorrelated with the rest ...
4
votes
1answer
2k views

ACF and PACF Formula

I want to create a code for plotting ACF and PACF from time-series data. Just like this generated plot from minitab (below). I have tried to search the formula, but I still don't understand it ...
1
vote
1answer
25 views

what's the definition of partial correlation for a population?

is partial correlation only defined for a given sample? the definition based on residuals as on wikipedia seem to imply that's the case. is there a population definition for partial correlation?
1
vote
0answers
39 views

Semi partial correlation importance variables

I have some SAS code that is used to calculate the importance of variables using semi-partial correlations: ...
1
vote
1answer
204 views

How to interpret redundancy?

I have trouble making sense (i.e. real-world sense…) out of some of my results. I have Y and X1 and X2 for different geographic areas. Meaning they are the same variables, but their actual values are ...
1
vote
0answers
104 views

Partial Correlation VS. Correlation Threshold in brain network graph

Partial correlation (or inverse of covariance matrix) and correlation threshold are two common methods to construct the brain network in fMRI data. Theoretically, partial correlation should perform ...
3
votes
1answer
186 views

Get correlation matrix of 3 variables from any combination of 3 simples/partials

Here is the situation. (This is not a homework problem.) I am writing a program that does Cool And Interesting Things starting with a correlation matrix among 3 variables: call them $X$, $Y$, and ...
1
vote
0answers
29 views

Partial correlations among three distance matrices

I am trying to test the hypothesis that related species should deviate more in niche space the more they overlap in geographic space. In other words, related species either forage similarly and don't ...
1
vote
0answers
205 views

Reporting Fixed Effects as (partial) correlations?

I'm doing a linear mixed effects analysis in which I'm really only interested in one of the fixed effects. I have several other fixed effects and a random intercept term, but none of them are ...
0
votes
0answers
74 views

Strange: Partial Correlation changed correlations values to be negative?

I am trying to investigate the correlation values. A big problem happens. The method I used is in corpcor package in R. I have a column as missing data. I firstly calculate the correlation matrix. ...
1
vote
0answers
44 views

Two-predictor regression vs partial correlation

Say I want to see whether two variables y and x1 are linearly related, while controlling for the effect of an x2 "nuisace" variable. What is the difference between (a) regressing y over x1 and x2 and ...
1
vote
1answer
80 views

Partial correlation - scales?

Is there any way to conduct a partial correlation analysis if the DV is dichotomous?
0
votes
0answers
444 views

How do I test the difference between two dependent correlation coefficients whilst controlling for other variables?

How do I test the difference between r(X,Y) and r(X,Z) [Williams Test?] whilst controlling for demographic variables that were measured in addition to X and Y and Z [Partial Correlation]? Thanks, ...
2
votes
1answer
1k views

Sample ACF and PACF of a random walk

Suppose $X_n$are iid $N(0,1)$ random variables. Define $S_n := \sum_{i=1}^n X_n$. Then $S_n$ is a random walk. Since $Var(S_n) = n$ and $Cov(S_n, S_m) = \min(n,m)$, $S_n$ is not stationary in the ...
0
votes
2answers
176 views

Basic information about partial correlation

I'm quite new to this topic, so this is probably very basic for most of you: I want to analyse the relationship of multiple variables via partial correlation as an alternative for a regression ...
3
votes
2answers
418 views

Which one of these looks stationary?

Step 1. To answer "Final Question" ( linked: "THE FINAL QUESTION : Order of differencing, to achieve stationary and interpretation of arima() , acf, pacf?") Expecting to find correct order of ...
12
votes
1answer
10k views

Multiple regression or partial correlation?

I don't even know if this question makes sense, but what is the difference between multiple regression and partial correlation (apart from the obvious differences between correlation and regression, ...
2
votes
0answers
124 views

How to check if two variables are dependent given a third variable?

In R, I have a dataset of many variables and based on correlation matrix I see that some of the variable are correlate with the others. For simplicity, let's assume ...
2
votes
2answers
253 views

Generating random numbers based on partial correlation data

I need to generate random numbers based on already existing partial correlation data (not correlation or covariance data). Specifically, a 168*12 matrix based on a 12*12 partial correlation matrix. ...
0
votes
1answer
2k views

Partial correlation plot, split by groups SPSS

Is it possible to illustrate partial correlation scatter plots for 2 subgroups on the same graph? e.g. I want to make scatter plots of data controlled for age, differentiated by males or females. ...
4
votes
1answer
2k views

SARIMA estimation

I am trying to manually estimate the non-seasonal components of an SARIMA (p,d,q)x(P,D,Q)[s]. I thought the estimation is going the same way like in ARIMA, but the output says somehow something ...
2
votes
1answer
211 views

ACF and PACF of AR process with non-zero mean

Calculating the acf and pacf of an AR process with zero mean is straightforward, but does anyone knows how to proceed when the mean is not zero? Of course my intention is to calculate the theoretical ...