# Tagged Questions

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### Partitioning variance among three scales

I'm trying to create a diagram depicting proportion of shared and unshared variance among three scales. While brainstorming how to do so, I came up with two methods: 1.) Method 1 -- Regression ...
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### Partial correlation controlling many variables, overfitting?

I would like to know if using partial correlation analysis when controlling for many variables (here 11 variables) in the same time can affect or bias the results. I have 1 set of data containing 200 ...
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### Understanding Partial Correlation

I'm having some trouble fully understanding partial correlation and I was wondering if some of you can shred some light on my confusion. Let's consider the following scenario: It is a known fact ...
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### Is there a relationship between partial correlation and spectral decomposition?

I am wondering if there is a known relationship between the matrix of partial correlation (for example, I would like to regress out the influence of the first PC on the data) and the correlation ...
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### What is the difference between the anti-image covariance and the anti-image correlation?

What is the difference between the anti-image covariance and the anti-image correlation? How are the matrices of these coefficients computed, and what is the meaning of their elements?
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### True or false: γ12.3 and γ12 (and similar comparisons) have the same sign

I know that $y_{12.3}=\frac{y_{12}-y_{13}y_{23}}{\sqrt{(1-y_{13}^2)(1-y_{23}^2)}}$ $y_{12}= \frac{\Sigma x_{2i}y_{i}}{\sqrt{\Sigma x_{2i}^2 \Sigma y_{i}^2 }}$ I can see that the denominator is ...
334 views

### How would I interpret this correlogram from EViews?

This is a correlogram on stock market data generated in EViews. How would I interpret it, in regards to AR and MA? Also, why are all my p-values 0? I would assume they wouldn't be as stock markets ...
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### Removing/Adding the effect of third variable

If two variables say X and Y with 100 observations are having a relationship(significant correlation) and we know that the third variable Z is having some effect on the that relationship. Then how can ...
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### Is ANCOVA partial or semi-partial?

I thought I had it figured out, but I just wanted to verify: I understand that HMR is just like running a series of ANCOVAs after each level. Am I right to assume that when we run an ANCOVA or HMR, we ...
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### Is there a way to find the components that contribute in a relevant way to the correlation?

Given two vectors $x$ and $y$ of size $N$, suppose that they are not correlated in the subspace composed by $M$ components, but are correlated in the remaining $F=N-M$ components. I would like to ...
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### Is it possible to calculate multiple correlation when predictor intercorrelations are known?

I have two tables with correlations between 7 variables (Var1-Var6 and Y). The first one mentions the correlations of each of ...
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### PACF MA(1) via correlation of prediction errors

It is known (see e.g., Brockwell and Davis, Introduction to Time Series and Forecasting, p. 95) that the $h$th partial autocorrelation $\phi_{hh}$ of a stationary process can be derived by first ...
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### 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) ...
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### 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 ...
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### 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 \\[...
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### 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 ...
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### 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 B,...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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