The partial-correlation tag has no wiki summary.
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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 ...
2
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1answer
46 views
Meaning of partial correlation
From Wikipedia
Formally, the partial correlation between $X$ and $Y$ given a set of $n$ controlling variables $Z = \{Z_1, Z_2, …, Z_n\}$, written $ρ_{XY·Z}$, is the correlation between the ...
2
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2answers
76 views
Why is the semi-partial correlation sometimes called the “part correlation”?
I understand the difference between partial correlation and semi-partial and zero-order correlation. This terminology makes sense to me in that the partial correlation of X and Y partials out the ...
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0answers
30 views
how to evaluate the importance of different levels of one predictor
This question is a little bit different. Say, I have 4 predictors (all categorical variables with multiple levels), and 1 response variable (binary 0/1). I used a logistic regression model, and found ...
3
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2answers
232 views
Are standardized betas in multiple linear regression partial correlations?
Since standardized betas are correlation coefficients in bivariate regression, is it the case that standardized betas in multiple regression are partial correlations?
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2answers
224 views
Partial Correlation Interpretation
I was calculating a correlation between two variables (A and B) which revealed these variables are highly correlated. I know that one variable is also highly correlated with another one (C), therefore ...
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1answer
81 views
Partial correlation
I want to create a regression model to predict state crime rate. There are two variables among 10 ( Vi= # of violent crimes per 100,000 population, Vi2 = # of violent crimes per 10,000 population) ...
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1answer
139 views
calculate partial autocorrelation [duplicate]
Possible Duplicate:
PACF manual calculation
I am trying to find a formula for how to calculate partial autocorrelation between variables. We know that aucorrealtion between variables at ...
2
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2answers
241 views
Example where a simple correlation coefficient has a sign opposite to that of the corresponding partial correlation coefficient
Give some examples where a simple correlation coefficient has a sign opposite to that of the corresponding partial correlation coefficient and comment on it.
It is a question from an examination ...
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0answers
160 views
Derivation of the formula for partial correlation coefficient of second order
I came across this formula in some online resources.
$$r_{12.34} = \frac {r_{12.3} - r_{14.3}r_{24.3}}{ \sqrt {(1- r_{14.3}^2 )(1-r_{24.3}^2 }}$$
I can use this but I wanted a proof of the formula. ...
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0answers
70 views
Find the partial correlation coefficient $r_{1p.2468}.$
Suppose all the simple correlations between $x_i$ and $x_j$ are $r$ for all $i,j=1,2,\dots,p, i\neq j.p>8$. Find the partial correlation coefficient $r_{1p.2468}.$
By definition, ...
3
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1answer
197 views
What is the interpretation of “generalized” partial correlations?
The usual partial correlation between X and Y given the set of variables Z is the Pearson correlation between residuals resulting from the liner regression of X on Z and Y on Z. It can be computed ...
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Visual depiction of experimental treatments in (Poisson) ANCOVA?
Goal: I want to visually depict the difference between experimental treatments while controlling for a continuous covariate in Poisson regression.
In my experiment, I am seeking to explain the number ...
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1answer
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How to deal with high correlation among predictors in multiple regression?
I found a reference in an article that goes like:
According to Tabachnick & Fidell (1996) the independent variables with
a bivariate correlation more than .70 should not be included in
...
3
votes
1answer
109 views
When is regressing out factors serially, equivalent to a simultaneous model?
I have two factors $a,b \in R^M$ which I wish to regress out of my variables $Y \in R^{M \times N}$. $b$ is a function of the variables $Y$ and is defined as:
$b = \frac{1}{N}Y1$
Regressing out the ...
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0answers
325 views
Geometric intuition for why an outer product of two vectors makes a correlation matrix? [closed]
I understand that the outer product of two vectors, say representing two detrended time series, can represent a cross-correlation (well covariance) matrix.
I also know that the inverse of a ...
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0answers
127 views
Some questions about VAR-models, $\Phi$-matrix-coefficients and partial-(auto-)correlations
There is an abundance of literature about VAR-models, which teaches how to test preconditions, specify and estimate VAR-models for stationary and also cointegrated time-series.
However, I'm still a ...
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2answers
198 views
How to explain the partial correlation result?
For example, I have three variables: A, B, C.
I analysis the partial correlation between A and B while controlling C (expressed as A~B[C]), and the partial correlation between A and C while ...
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1answer
160 views
Interpreting Omitted Variables
I do not fully understand how to interpret the difference between two statistical models where they only differ based on whether a certain variable is included on the right hand side.
If the results ...
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0answers
101 views
Do path coefficients (beta) for the same condition across model comparisons have to be equal in structural equation modeling?
This is a long-winded question but I'll try to paint the picture. I'm using structural equation modeling using Amos software to study relationships between brain and behaviour. I have three condition ...
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2answers
17k views
How exactly does one “control for other variables”?
Here is the article that motivated this question: Does impatience make us fat?
I liked this article, and it nicely demonstrates the concept of “controlling for other variables” (IQ, career, income, ...
