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.
204
questions
0
votes
1
answer
42
views
Compare effects in a small sample
I would like to analyse whether measures A, B, and C have a different influence on a measure D compared to a measure X on D. My exploratory hypothesis is that A, B, or C could influence Z negatively ...
- 143
0
votes
0
answers
13
views
Controlling for a Variable, do not know if it is a moderating variable
I conducted a Spearman's correlation to determine if there was a relationship between emotional clarity and cognitive empathy. I found that they were positively associated, but the relationship was ...
- 11
0
votes
0
answers
16
views
How to use partial correlation on compositional (counts) data? (e.g., as described in Erb et al. 2020)
I've read through this paper: https://www.sciencedirect.com/science/article/pii/S2590197420300082
Which introduced me to the concept of partial correlation. I typically use Proportionality when ...
- 1,422
0
votes
0
answers
24
views
Should partial (spearman) correlation be used on a time series data?
I'm trying to adapt my workflows to timeseries datasets and stumbled across this youtube video: https://www.youtube.com/watch?v=OpAf4N582bA
It discusses partial correlation and it seems like a useful ...
- 1,422
0
votes
0
answers
21
views
How exactly do I create a partial regression plot to view the true effect of x on true y?
When creating a scatterplot by plotting each variable in a linear regression against y, we are essentially treating all regressors to be linearly independent. If regressors have multicollinearity, for ...
- 11
1
vote
0
answers
21
views
Partial spearman correlation with complex survey data
I'm looking for info on how to compute both the partial spearman correlations and p-values for complex survey data.
There was a similar question for pearson correlations here: Partial correlation ...
0
votes
0
answers
24
views
Selection of covariates for partial correlation?
Are there any recommendations on procedures to identify relevant variables for a partial correlation between $r(X, Y)$?
To me, it appears most reasonable to only include those $Z_1, Z_2,\ldots,Z_n$ as ...
- 143
0
votes
0
answers
35
views
Precision matrix and conditional uncorrelatedness
Let $\mathbf{u}_t = (u_{1t},u_{2t},\ldots,u_{pt})^{\prime}$ be a $p \times 1$ (stationary) random vector, and let $\mathbf{\Sigma}_{u}$ be the covariance matrix of $\mathbf{u}_t$. Further, denote the ...
- 387
0
votes
0
answers
46
views
The sign of the partial correlation coefficient
The sign of the partial correlation coefficient is consistent with the sign of the corresponding estimated parameter. For example, in the estimated regression equation $\widehat{Y}=\hat{b}_{0}+\hat{b}...
- 310
0
votes
0
answers
9
views
Step-like correlation. Is that possible?
I have a problem analyzing two variables of my experiments. Variable 1 is the Signal to noise ratio, that is the relevance of my signal of interest with respect to the noise, just a noise measure. ...
- 11
3
votes
1
answer
122
views
Relationship between beta and t-value in Shen (2018)
As far as I know [source],
$$t_{\widehat{\beta}} = \frac{\widehat{\beta}}{\widehat{SE_{\beta}}}.$$
It means the sign of the t-value should be the same as the sign of beta.
In Table S1 of Shen (2018), ...
- 67
1
vote
0
answers
9
views
Distributions of random (partial) correlations drawn from a given data matrix
Background: Let $X=[x_{j,k}]_{j=1,\ldots,p, k=1,\ldots,n}$ be a $p\times n$ data matrix. Each column is an i.i.d. $p$-dimensional centred random vector. One can compute the sample covariance matrix
$$...
- 111
0
votes
0
answers
27
views
Partial autocorrelation with categorical data
How do I compute partial autocorrelation values for a time series of categorical (nominal-scale) data?
C. H. Weiss (2008, 2018:chapter 6) provides very clear descriptions of how simple autocorrelation ...
- 43
0
votes
0
answers
14
views
Can I delete a dimension of a scale if this dimension reach a very low internal consistency when doing psychological network analysis
I am trying to do a psychological network analysis, and I aim to do the analysis on dimension-level (summing all the items belonging to this dimension). However, I've found that one dimension of the ...
- 15
0
votes
0
answers
51
views
How to combine partial correlation coefficients from different studies
I am new to meta-analysis and metafor. I am doing a meta-analysis of partial correlation. I've got bivariate correlation matrix from several studies, and partial ...
- 15
0
votes
0
answers
12
views
How to combine partial correlation coefficients from different studies
I am new to meta-analysis and metafor. I am doing a meta-analysis of partial correlation. I've got bivariate correlation matrix from several studies, and partial ...
- 15
1
vote
0
answers
25
views
Bivariate correlation across subgroups
I have several variables and I would like to test for possible linear correlations between. However, the data is across 2 groups, and there is a significant group difference in these variables. I know ...
1
vote
1
answer
119
views
Can I calculate the correlation coefficient from the beta of fixed effects in a linear mixed model?
I would like to determine a partial correlation from fixed effects in my linear mixed models.
If i would run a model for example $Aij = \beta_0 + \beta_1X + \beta_2Y + \beta_2Z + ui$ + ϵij
Can I ...
- 38
0
votes
0
answers
20
views
Partial correlation coefficient in terms of student's t [duplicate]
I would like some help proving this expression of partial correlation in terms of student's t :
r(yx.efd.....p)² = t²/[t²+n-k-1]
Can you please direct me to a source explaining how to go about this? I ...
0
votes
0
answers
23
views
The generalisation of the expression of partial correlation coefficient
I hope you're doing well.
How do we use this expression of generalised partial correlation coefficient?
I struggle with putting it into work in practical examples of multiple regression models.
We ...
0
votes
1
answer
36
views
Finding the partial intraclass correlation
How do I calculate the partial correlation with an intraclass correlation? I tried asking earlier, but provided too much detail because it’s not easy to explain what I mean in a short or simple way. I’...
0
votes
0
answers
48
views
Confused about partial intraclass correlation
Suppose the correlation between baldness scores in group 1 (fathers) and group 2 (sons) is 0.5. Furthermore, let the correlation between DHT and baldness scores in group 1 (fathers) be 0.4, and the ...
1
vote
1
answer
32
views
Does increasing partial correlation covariates affect power?
I'm trying to characterise the relationship between variable A and B. I know the relationship is confounded by age, and maybe also variable C.
The partial Spearman correlation coefficient between A ...
- 33
0
votes
0
answers
29
views
Correlation controlling for group-level variable
I have reaction time data from a repeated measures design. Each participant completed 24 trials and gave four reactions per trial. I want to calculate two difference scores from these four raw ...
0
votes
0
answers
341
views
Partial Correlation with Nominal/Categorical Variable
Is there a method to do a partial correlation with a nominal/categorical variable? If so: What is it called and how would you do it in R?
- 31
1
vote
0
answers
141
views
Can we isolate the effect of two different control variables in a semi-partial correlation?
I know that we are able to use a partial correlation when we want to correlate X and Y but Z affects both of them and that we may use a semi-partial correlation when we want to correlate X and Y and ...
- 691
0
votes
0
answers
289
views
How to interpret ACF and PACF in time series?
In this following monthly sales time series, how can I interpret ACF and PACF?
STL Decomposition
ACF:
PACF:
- 5
0
votes
1
answer
141
views
How to turn many variables into one for the PACF equation
I have been trying to calculate the PACF manually, but I encountered some issues with the following equation:
$PACF = \frac{Covariance ([Y_{t}|Y_{t-1}, Y_{t-2},...,Y_{t-k+1}],[Y_{t-k}|Y_{t-1}, Y_{t-2}...
- 61
0
votes
1
answer
1k
views
Difference between partial correlation and mediation?
If partial correlation looks at the correlation between variables A and B when controlling for C, how is this different from looking at the relationship between A and B with C as a mediator?
- 23
1
vote
0
answers
149
views
Partial covariance matrix after linear transformations
Let $X=(X_1,\ldots,X_n)$ and $Y=(Y_1,\ldots,Y_m)$ be two multivariate random variables.
We denote with $\Sigma(X)$ the $n\times n$ covariance matrix $\text{cov}(X_i,X_j)$ and with $\Sigma(X,Y)$ the $n\...
- 187
2
votes
1
answer
252
views
Definition of partial correlation
Here (page 415) https://www.stat.cmu.edu/~larry/=sml/DAGs.pdf I found this definition:
which confuses me. I am used to see $E[*|Z]$ as a ($Z$-measurable) random variable and as far as I know the ...
- 840
1
vote
1
answer
77
views
Derivation of pair-wise relationships expression of βyx.z and σyx.z
I'm reading Linear Models: A Useful “Microscope” for Causal Analysis. In the article, when discussing the beta coefficient and standard error of partial correlation, the auther mentioned "express ...
- 73
0
votes
1
answer
285
views
Proof of Wright’s path-tracing rules
I have a path diagram.
According to Wright’s path-tracing rules, correlation of B & D = b + a*f.
However, when I tried to proof the above result by solving
...
- 73
3
votes
1
answer
174
views
Is Partial Correlation useful for noisy data?
Explaining The Problem
Important question in data analysis is testing observed relationships for confounding factors. Partial Correlation is a metric designed to do specifically that. The general idea ...
- 1,771
2
votes
1
answer
491
views
ANOVA for multicollinear data? Partial Correlation?
I have experimental data. The data consists of simultaneous observations of some external variable $Y$ and multiple intrinsic variables $\vec{X}$. It is known that all $\vec{X}$ are strongly ...
- 1,771
1
vote
0
answers
132
views
Partial Cross-Correlation, and its relationship to Granger Causality?
Definitions:
Granger Causality (GC):
To the future of the target channel $y(t)$ fit past values of the target channel $y(t-1)$, ... $y(t-n)$
To the future of the target channel $y(t)$ fit past values ...
- 1,771
2
votes
1
answer
223
views
After a factor analysis, is there a way to see how much of the relationship between variables is from the latent factor?
Lets imagine a factor analysis on 20 different variables.
X1, X2 and X3 all load onto Factor 1.
X1 and X2 are highly correlated.
Is there a way to know if the relationship between X1 and X2 is: coming ...
- 2,441
1
vote
0
answers
53
views
Conditional kendalls vs partial kendalls
I read about conditional kendall's tau for independent test. I also found partial correlation kendalls tau test. My question is, are they different? If yes, how?
I tried to calculate the conditional ...
- 640
5
votes
1
answer
751
views
mutual information and maximual infomation coffecient
I am interested in calculating the strength between random variables. I found that the maximal information coefficient is one of the good methods to use and it is robust to the mutual information ...
- 1,408
3
votes
0
answers
183
views
$p$-Values: Standardized coefficients vs. partial $R^2$ vs. $\Delta R^2$
In this excellent answer, the definitions of, and differences between, the three quantities in the title of this question are laid out.
My question concerns the relationship between their $p$-values. ...
- 470
1
vote
0
answers
46
views
What is the difference between partial correlation and removing the linear trend?
From this link https://en.wikipedia.org/wiki/Partial_correlation, the partial correlation of X and Y can be computed while controlling for Z.
My question is if I removed the regression line between X ...
- 135
0
votes
1
answer
40
views
Can a partial correlation test for causation?
I am reading a study and they find no effect of intervention group on their outcome of WM integrity.
They then do a partial correlation (controlling for age, gender, attendance) to see if there is a ...
- 3
4
votes
1
answer
371
views
How to prove the equivalence of partial correlation and coefficient of partial determination?
I am taking a regression course. Suppose there are two linear regression models
\begin{aligned}
M_1: & y = \beta_0 + x_2\beta_2 + \epsilon \\
M_2: & y = \beta_0 + x_1\beta_1 + x_2\beta_2 + \...
- 43
0
votes
1
answer
80
views
Measures of correlation / influence for predictors with bounded outcome
I'm doing a systematic review of epidemic models that project "the % reduction in incidence ($Y$) after K years" given a particular simulated intervention. The models include various ...
- 143
0
votes
0
answers
104
views
To estimate a Markov random field, do we have to assume a DAG generated the data?
Even if I believe that I understood the Markov Random Fields and DAGs separately, I encountered a question that I have written in the title and cannot come up with a clear-cut answer. Can you help me ...
- 67
1
vote
0
answers
217
views
Is it possible to reconstruct a regression coefficient from a truncated regression output?
I am trying to help a friend solve an exam question and I fear that I am missing the obvious solution.
Problem: Students are provided a regression output from R. Just a simple linear OLS estimation ...
14
votes
2
answers
10k
views
Difference between autocorrelation and partial autocorrelation
I have read some articles about partial autocorrelation of time series and I have to admit, that I do not really comprehend the difference to a normal autocorrelation. It is often stated that the ...
- 312
0
votes
0
answers
77
views
Partial correlations with independent variable used as control?
In my recent study I had one independent variable (IV, 2 levels) and a number of different DVs. The aim was to assess the relationship between teamwork (main response - continuous), presence (...
1
vote
0
answers
74
views
Inconsistent results from partial Mantel test on (non)distance matrices
Currently I am trying to look at the correlation between three matrices of ecological data. All three are forms of distance matrices (two matrices of pairwise community dissimilarities and one matrix ...
- 11
1
vote
1
answer
535
views
Conditional independence, partial correlation
In my work, I am modelling graphs by measuring the zero- and first-order conditional independence between the variables.
That is,
if there are three variables, say $A$,$B$ and $C$, an edge between the ...
