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.

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23 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 ...
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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. ...
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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_{...
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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 ...
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47 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 ...
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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 ...
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101 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 ...
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29 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 ...
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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: ...
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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 ...
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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 ...
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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 ...
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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 ...
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125 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 ($p$ ...
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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 ...
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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, ...
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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: ...
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Simple sample size calculation for partial correlation?

I am probably missing something but I need to find the appropriate "steps" to use with G*Power to do a power/sample size calculation for a partial correlation. Correlation between two variables ...
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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 ...
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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 ...
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What statistical to use - variability between but not within

I have a data set where each line represents a participant's response to a series of questions (e.g., attitudes towards democracy, life satisfaction). Participants were recruited from different ...
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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 ...
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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 &...
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Autocorrelation and Lag

How do I interpret this autocorrelation and partial autocorrelation graph?
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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)...
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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 ...
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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 ...
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178 views

A problem about Partial Correlation Coefficient

Question: Prove that for a set of p variables, if all the simple correlation coefficients are negative, then all the partial correlation coefficients of all orders are also negative. My problem: I ...
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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 ...
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251 views

partial correlation from lm model

I'm trying to calculate partial correlations from lm ...
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How to measure correlations in psudo-random datasets?

I have two datasets with millions of y-values. (They are in chronological order so the X values have been omitted as they become merely an index.) ...
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How to calculate correlation of bit list

I have 5 data streams of seemingly random bits, only 0's and 1's that I need to calculate the correlation between. The datastreams are seemingly random because I should have the same number of 0's ...
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129 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 ...
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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 ...
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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 ...
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$R^2$ 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 ...
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90 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 ...
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69 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 ...
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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 ...
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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 ...
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143 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 ...
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147 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 ...
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1answer
160 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 ...
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624 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 ...
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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 ...
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617 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 ...
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How to determine order of sarima?

hey, I have a dataset that contains hourly wind speeds. When I plotted my original acf, it showed seasonality at every 24 lags so I applied a difference of 24 to remove seasonality and another ...
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Deduction of a correlation [duplicate]

Theoretically if one variable (Black and White Imagery) does not significantly correlate with another variable (Perceived Usability), in practice (real world situation) does this mean that there is no ...
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Generating and interpreting partial dependence plots [closed]

I am trying to mimic partial dependence plots as explained in R's pdp package (https://journal.r-project.org/archive/2017/RJ-2017-016/RJ-2017-016.pdf). The second ...
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Does it make sense to use correlations with residuals to infer causality?

My question concerns the following situation: say we have three variables, A, B and X. All three variables are moderately and positively correlated between them. Assume that, for a priori reasons, I ...