Questions tagged [partial-correlation]

Partial correlation is the correlation between two variables when some other variables are controlled for. An example is the partial autocorrelation function in time series.

Filter by
Sorted by
Tagged with
0
votes
0answers
16 views

Derive Partial Correlation from residuals and inverse of Covariance [duplicate]

https://en.wikipedia.org/wiki/Partial_correlation it says that you can compute PCorr(X,Y|Z) both as correlation of the residuals of the linear regression X~Z and Y~Z, and as the inverse of the ...
0
votes
0answers
20 views

how to interprete this acf and pacf plots

I am trying to interpret ACF and PACF plots correctly, after simulating a 500 long chronological serie following the MA(2) model, I got these ACF and PACF plots , This this mean MA(2) Model is ...
0
votes
0answers
50 views

comparing two partial correlation coefficients (spearman)

I have carried out the following two spearman partial correlations using the "ppcor" package in R: -- Coefficient 1 = Correlation of A1 with B controlling for C; -- Coefficient 2 = Correlation of A2 ...
2
votes
1answer
93 views

Multiple regression and partial correlations with more than 3 predictors

I need to estimate slopes of a multiple regression that has 5 independent variables: $$y = \alpha + \beta_1 x_1 + \beta_2 x_2 + \beta_3 x_3 + \beta_4 x_4 + \beta_5 x_5$$ The challenge is to estimate ...
0
votes
0answers
15 views

Is it possible to control a categorical variable (gender) in partial correlation?

I have data of 250 people with one of protein's exprssion level, exercise duration, age and sex. I want to find a correlation between a protein expression level (which is a continuous variable) and ...
0
votes
0answers
19 views

Correlogram With Points Beyond -1 and +1?

I made a partial correlation plot of the residual of a dataset using python. I got the pacf graph below with some correlation points going to 2 and -1.5. Everyone finds this strange, does someone have ...
0
votes
0answers
19 views

Impact of VIF on t-value in linear Reg

for given data : I ran linear reg between y and x2 , x3 here VIF for X2 is 3.70455 it means t- value and p-value for X2 is not correct(t-value underestimate) but when I checked partial correlation ...
0
votes
1answer
52 views

Trying to understand partial R-squared

I'm trying to understand partial R-squared as computed by package rsq. See the reproducible example on the standard data set: ...
0
votes
0answers
9 views

Can partial correlation help to highlight variable's meaning in the analysis?

I have an interesting problem (interesting at least for beginners like myself :) ). I have a dependent variable Y (class-variable, 2 possible values 0 and 1). I have multiple variables that all ...
0
votes
0answers
12 views

How do I choose the order of a hierarchical model with 3 predictors when 2 have a high correlation

I have 3 predictors (x,y,z) for a multiple linear regression and two of them (y,z) have a high correlation (>0.95). I know I shouldn't include both of those predictors in the model because it can ...
0
votes
0answers
24 views

Which test is suitable in below situation?

I want to calculate the correlation of two continuous variables, unfortunately both of them are not normally distributed. (by using Shapiro-Wilk test) There are two categorical confounding variables ...
0
votes
0answers
32 views

Real life use of acf and pacf

I understood ACF usefulness, with a temperature example... If we have a temperature time series, it is useful to know (for example) how correlated the temperature of past month is with this month. ...
3
votes
1answer
24 views

Recurrent PACF expression on ACF and PACF of lower order

Let $\rho_{partial}(n) = Cor(Y_t, Y_{t-n}|Y_{t-1}=\mu,\cdots Y_{t-2}=\mu, Y_{t-n+1}=\mu)$ where $\mu$ is the mean of stationary process. I know that $\rho_{partial}(1)= \rho(1)$ and that $\rho_{...
0
votes
0answers
33 views

Correlation between two time series data: absolute values vs difference?

I have a dataset of different brands, their market share and retail price avg. I am trying ...
0
votes
1answer
175 views

What do these ACF and PACF plots tell you about AR and MA orders?

The residual of a seasonal_decompose (from python's statsmodels) yields the following ACF and PACF plots The sampling frequency of the time series is hourly, so the ACF plot hints at daily (24 ...
0
votes
0answers
12 views

Multiple correlations between continuous and ordinal variables

I'm trying to compute a possible relation in R between 4 variables about behaviour and attitudes of kids inside home, and time that they spend playing outside (continuous). The 4 variables can be ...
1
vote
0answers
207 views

Do control variables in a regression analysis cause collinearity?

This is something that bothers me for quite some time, but I didn't find yet a satisfactory answer. I hope that the wisdom of the people hear will help me to clarify this: In a multivariate ...
0
votes
0answers
30 views

The definition of the partial correlation

The partial correlation between say two variables $X$ and $Y$ with partialling out the effect of two other independent variables say $U$ and $V$ is equal to the correlation calculated on the residual ...
0
votes
0answers
12 views

Do GGMs model partial correlation or conditional independence or both?

Post that says partial correlation != conditional dependence/independence: https://www.quora.com/Does-a-partial-correlation-of-0-imply-conditional-independence Post above points to following paper: ...
0
votes
0answers
11 views

Assessing correlations of cognitive task performance, raw or standardized scores?

I am assessing partial and zero-order correlations between few cognitive tasks. Should I use participants' raw scores or standardized scores from a normative table in the analyses? Not all tasks that ...
0
votes
0answers
33 views

estimate sparse localized whitening transformation

This is a follow-up to estimate precision matrix with given spatial sparsity pattern, expanding on the second part of that question and formulating more precisely using material from the answer by ...
2
votes
1answer
141 views

ACF plot shaded blue region

Please see ACF plot attached (Python). I would like to understand why the shaded region of my plot takes a curved shape? My understanding so far is that the confidence band changes because the ...
1
vote
0answers
101 views

Term for two variables that are “too close for control”

Sometimes we are tempted to assess a relationship of X1 with Y while controlling for X2, but it would be a mistake, because X2 is not merely correlated with Y -- it is more closely associated than ...
3
votes
1answer
153 views

estimate precision matrix with given spatial sparsity pattern

I have a set of $n$ measurements of $p$ variables $\xi_i$. I am interested in the inverse covariance or precision matrix $P$ of the variables, but because $p \gg n$ and because of limited storage ($p$ ...
1
vote
0answers
51 views

What is the relationship between the standardized multiple regression coefficient & the semi partial correlation for models with k>2 predictors?

I have found myself Googling this question more than once: ¿What is the relationship between the standardized multiple regression coefficient (the standardized partial slope) and the corresponding ...
1
vote
1answer
42 views

correlation from partial correlations

I know it is possible to get the partial correlation between $a$ and $b$ given $c$ when you know all the full correlations: $$ r_{(a, b |c)} = \frac{r_{(a, b)}-r_{(a, c)}r_{(b, c)}} {\sqrt{(1-r_{(a, ...
0
votes
0answers
31 views

How to infer the bounds on the R-squared value given the relationship between individual features?

Let say you have three variables X1, X2, and Y, all normally distributed, zero mean, unit variance. When you build a simple linear regression using: ...
0
votes
0answers
34 views

Correlated variables - Partial correlation

I have a set of numeric predictor variables $X_1, X_2, X_3, X_4,$ and $X_5$ that are all correlated with each other to varying degrees (from 0.2 to 0.6). My response variable Y is also correlated with ...
1
vote
1answer
22 views

How to interpreted partial correlation that became negative?

If my correlation started as r=.132 and became r=-.078 when controlling for a third variable how can I interpret this? I know the third variable obviously accounted for a large portion of the ...
1
vote
0answers
35 views

Uniqueness of partial covariance/corrlation if OLS is not unique

Let $X,Y,Z=(Z_1,...,Z_n)$ be random variables. Define the partial covariance between $X$ and $Y$ given $Z$ as: $$\rho_{X,Y \cdot Z} := cov(\hat{X}-X, \hat{Y}-Y)$$ where $\hat{X}$ and $ \hat{Y}$ are ...
0
votes
0answers
108 views

Does it make sense to subtract two partial correlations?

I have one continuous variable measured in 3 different populations, A, B & C. This variable contains 5,000 measurements ¿paired? in each of the 3 populations. I would expect the populations A &...
1
vote
1answer
103 views

Autocorrelation and Lag

How do I interpret this autocorrelation and partial autocorrelation graph?
0
votes
0answers
370 views

why fit `ARMA` model to residuals when doing residual analysis?

I started my Time Series Analysis not long ago and I am currently at the residual analysis. I found, in the course, the tutor was demonstrating residual analysis by fitting an $AR$, then $ARMA(p,0,q)...
1
vote
1answer
73 views

Why to use ARMA model as a time series is either over-differenced or under-differenced?

Knowing that a time series is over-differenced or under-differenced, and adding an AR term to the model means that we are partially differencing the time series if it's underdifferenced till a white ...
0
votes
0answers
69 views

A question about sample partial correlation coefficient and multiple correlation coefficient

Question: My problem: All possible formulae of Multiple and Partial Correlation Coefficient I know :- But I am not sure, which one to use to know about the situation or condition mentioned in the ...
0
votes
1answer
39 views

How can I mitigate influence of other factors on correlation

Let's say we found strong correlation between meat consumption and life expectancy. We also know there's correlation between GNI and meet consumption and between GNI and life expectancy. Is there a ...
1
vote
0answers
178 views

Partial Correlation from Simple Correlation

Given variables $X, Y, Z_i, i\in{1,...,n}$. I want to calculate the partial correlation $Cor(X,Y|Z_1, ..., Z_n)$ from the simple correlations $Cor(X,Y), Cor(X,Z_1),$ etc. I have found a formula ...
1
vote
1answer
137 views

What is the meaning of having the autocorelation function a cut of at a specific lag and at the same time the partial autocorrelation tails off

having the case that the ACF have only, for example on spike at lag 1 , and the PACF decays exponentially this is a MA model signature. but what is the meaning of having the a value at a the lag K on ...
2
votes
1answer
28 views

meta-analysis with correlation and se without sample size

I'm doing a meta-analysis on the regression slope. The comprehensive meta-analysis allows me to input either correlation and standard error, or correlation and sample size. But when I tried these two ...
1
vote
0answers
47 views

$R^2$ value and associated significance for each predictor in regression

I would like to measure the $R^2$ value for each of the predictors in my regression analysis. I understand that I can either use the $R^2$ change in a hierarchical regression, or I can square the ...
0
votes
1answer
136 views

When to use partial vs semi-partial correlation?

I understand the concepts of partial and semi-partial correlation, but I am still not clear on when to use one over the other. Are there specific research questions that would determine that we need ...
0
votes
1answer
105 views

Control for variables: multiple regression vs residuals

I'm trying to understand how to control for variables in linear regression. Say I want to predict $\mathrm{outcome}$ using $x_1$ and control for $x_2$ and $x_3$. The common approach I see is just ...
5
votes
2answers
99 views

Do “splits” in scatterplots indicate anything?

Background I'm exploring how 7 system parameters spanning mechanical, electrical, and physical (size) properties are related. I gathered the 7 specs of 36 different systems, and I plotted every ...
1
vote
0answers
35 views

Definition of PACF - Is the projection of a past variable $z_t$ on future variables $z_{t+1},…z_{t+k-1}$ zero?

According to the Wikipedia, the partial autocorrelation function of lag k is defined as: $\alpha(k) = \operatorname{Cor}(z_{t+k} - P_{t,k}(z_{t+k}),\, z_t - P_{t,k}(z_t)),\text{ for }k\geq 2,$ where ...
1
vote
1answer
156 views

Can we use Correlation coeffiecients in non linear case

So I am having a data of several variables (one is a dependent variable and the others are independent variables). I am not sure if the relation between each of these independent variables and the ...
3
votes
1answer
182 views

Problem of extremly increasing Partial Autocorrelations in time series data

I'm currently trying to make a forecast of the use of prepaid payment instruments using ARIMA modelling in Stata. I have a time series data set, containing monthly oberservations from April 2011 to ...
2
votes
1answer
198 views

Partial Correlation vs. Interaction

Analysis type: linear mixed-effects model DV: cortisol (4 time points per participant - morning, noon, 5pm, 9pm) IV 1: time-since-waking (continuous, repeated measure, variably spaced/unstructured ...
1
vote
0answers
729 views

Partial correlation with continuous and categorical variables (SPSS)

I have results of 7 neuropsychological tests, and I am studying the convergent/divergent validity of one of these tests. These are the continuous variables. I also have background variables: gender ...
-1
votes
1answer
97 views

Cause and effect Relationship

I understand that correlation can tell us the association (strength, direction) between two continuous variables. I also understand that Regression analysis can predict the behavior of the dependent ...
1
vote
1answer
750 views

How to interpret zero order correlation and higher order partial correlation?

I have performed correlation analysis between y and seven different variables (x1,x2,x3,x4,x5,x6,x7). In some cases, result shows zero order correlation is positive and partial correlation is negative ...