2
$\begingroup$

I want to conduct correlation between two variables, that have common term (difference scores).

Originally there are three variables X, Y, Z. I want to conduct correlation between two variables that are computed as:

First variable: X - Y Second variable: Y - Z

I know, that the correlation will be spurious and I wonder whether it is possible to correct it in some way. From theoretical reasons, I need correlation (or some other measure of relation) between variables that have this common term.

I will add also, that what I am interested is not the value of correlation coefficient, but I want to compare relative strength of correlation between these variables in different conditions. That is why I thought that maybe I can transform r values to Z values using Fisher's transformation, because I assumed that even if values of correlation coefficents will be inflated, it still would be possible to compare they relative strength.

$\endgroup$
1
  • 3
    $\begingroup$ $\operatorname{cov}(X-Y,Y-Z)=\operatorname{cov}(X,Y)-\operatorname{cov}(X,Z)-\operatorname{var}(Y)+\operatorname{cov}(Y,Z)$ $\endgroup$ Commented Sep 18, 2014 at 2:12

1 Answer 1

1
$\begingroup$

Answered in comment:

$\operatorname{cov}(X-Y,Y-Z)=\operatorname{cov}(X,Y)-\operatorname{cov}(X,Z)-\operatorname{var}(Y)+\operatorname{cov}(Y,Z)$ – Dilip Sarwate

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.