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16 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
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0answers
16 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
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0answers
14 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. ...
4
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3answers
230 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 + ...
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0answers
43 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 ...
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0answers
76 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 ...
3
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0answers
63 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 ...
2
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1answer
195 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 ...
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1answer
18 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?
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0answers
26 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
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1answer
80 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 ...
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0answers
48 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
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1answer
116 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 ...
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0answers
26 views

partial RV coefficient

I'm interested in finding the correlation between two rectangular matrices, partialing out a third, all the same size and dimension (2). The best thing I've found so far is RV-coefficient ...
0
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0answers
22 views

Correlation between a variable and a function of independent variables, and their significance

Consider a variable $Z$ which correlates at a significant level with $Y$. We know that $Y(X_i)$ and that several $X_i$ correlate with $Z$, but at a non-significant level. Doesn't the correlation ...
1
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0answers
23 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
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0answers
89 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
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0answers
53 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
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0answers
28 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 ...
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0answers
47 views

Meta-analysis with known confounder

I’m performing a meta-analysis in which the main outcome of interest is a correlation coefficient between two variables, $X$ (a psychological measure) and $Y$ (a biomarker). $Y$ is known to be ...
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1answer
55 views

Partial correlation - scales?

Is there any way to conduct a partial correlation analysis if the DV is dichotomous?
0
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0answers
226 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
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1answer
698 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 ...
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2answers
118 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
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2answers
313 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 ...
8
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1answer
5k 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
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0answers
71 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 ...
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2answers
202 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
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1answer
1k 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. ...
3
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1answer
1k 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
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1answer
164 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 ...
2
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1answer
482 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 ...
3
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2answers
447 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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2answers
1k 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
2k 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 ...
0
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1answer
159 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) ...
0
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1answer
610 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 ...
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2answers
615 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 ...
4
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1answer
474 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 ...
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0answers
93 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
356 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 ...
3
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0answers
131 views

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
13k views

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
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1answer
285 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 ...
2
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0answers
914 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 ...
1
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0answers
199 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 ...
1
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2answers
439 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 ...
1
vote
1answer
337 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 ...
1
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0answers
151 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 ...
47
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4answers
60k 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, ...