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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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 (...
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Methods to generate random correlation matrix with fixed entries

Suppose that we have a symmetric matrix $A(x) \in \mathbb{S}^n$ with some elements fixed (the diagonal elements are always fixed to one) and that depends on the vector of missed entries $x \in \mathbb{...
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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 ...
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30 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 ...
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Partial Rank Correlation Coefficient and R2?

Is there a R2-equivalent in using Partial Rank Correlation Coefficients (Pearson or Spearman) to get an overall predictive power of the multiple regression model? I'm wondering if there is one value ...
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Why does uncertainty of the autocorrelation coefficient increase as lag increases?

The Python module statsmodels contains functions for ACF and PACF. Below is an example from the docs with a plot that shows the (zero-centered) confidence ...
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Measure and interpret correlation between time sires data

I have monthly influenza incidence data in several sub-districts in one city (2010-2019), is there a way to measure the correlation between incidences in several sub-districts and how to interpret ...
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Help understanding Autocorrelation and Partial Autorcorrelation (PACF)

I understand the layman concept of PACF - it is the correlation with the linear dependence of the earlier lags removed. However, I am confused as to how this relates to Autocorrelation. Consider ACF(2)...
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Relationship between Partial Correlation Coefficient and Coefficient of Determination

Let's consider multiple linear regression $E(Y|X)=\sum_i\beta_i X_i$. The only information I have is partial pearson correlation between $Y$ and every $X_i$, say $\rho_{Y,X_i}$. Now I want to estimate ...
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partial correlations

Our CGPA (Variable 1) is influenced by Intelligence (Variable 2) ,and examination self -efficacy (variable 3) . Zero order correlations between these three variables are: r12= .50, r13= .60 and r23= ....
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R: how to compare the correlation of two variables, one measured using two methods, while keeping control of the third one?

I'm comparing two methods to measure climatic parameters, using samples from a huge area. Let's take the temperature, which is negatively correlated to both elevation and latitude, as an example and ...
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Conceptually, what happens when you take (A - B) and divide it by (1 - B)? What is it used for?

I've come across this transformation a lot in my advanced stats course and I'm curious as to what it accomplishes. The basic structure is: A - B --------- 1 - B Here's an example of its use when ...
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Controlling for baseline in difference scores

I have a dataset of participants receiving various frequency of intervention. We want to see if those who received more intervention had greater improvement between pre-intervention and post-...
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How to equalize results of Partial Correlation Analysis when number of factors exceeds rows?

I didn't notice this bug until I had a dataset where the number of factors was greater than my number of rows. Which lead to an overfitted perfect model when doing partial correlation (i.e. compare ...
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60 views

Partial correlation for dichotomous variable in Python

I would like to compute the partial correlation between a target categorical variable y (= A or B) and a number of numerical (discrete or continuous) predictors. In the following post: https://...
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Dependence of target variable as a function of only one predictor

I have trained a classifier with target variable y (= 1 or 0) and predictors x1, x2, x3, x4, x5 (all discrete or continuous numerical variables, not normally distributed - x2 continuous with values ...
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How to run a partial correlation analysis with ID as factor?

I want to make a within-individual correlation between several molecules and molecule X in a repeated measure design, there are 8 measurements per individual. If I have understood this correctly I ...
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Proportion of variance unexplained by one variable but explained by another variable

Suppose you have an dependent variable $ Y $ and two dependent variables $ X_2 $ and $X_3$. You want to know the proportion of variance unexplained by $ X_2 $, but explained by $X_3$. How will you ...
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Partial correlations or multiple regression model

I am interested in the relation between two variables ${A}$ and ${B}$ while controlling for several covariates. Some of these covariates are strongly correlated with ${A}$ and mildly correlated with ${...
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partial correlation for logistic regression

I am looking for an equivalent of partial correlation but for logistic regression. I.e., I want to have a measure of an effect a variable have on the outcome, independent of other variables in the ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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: ...
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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 ...
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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 ...
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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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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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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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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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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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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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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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115 views

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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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 ...