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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14k views

Why does inversion of a covariance matrix yield partial correlations between random variables?

I heard that partial correlations between random variables can be found by inverting the covariance matrix and taking appropriate cells from such resulting precision matrix (this fact is mentioned in ...
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13 views

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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15 views

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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1answer
382 views

How to compare the effect of $X$ on $Y_{1}$ and $Y_{2}$, when $Y_{1}$ and $Y_{2}$ are correlated?

I have a single IV ($X$) and two DVs ($Y_{1}$, $Y_{2}$). All variables are continuous. $Y_{1}$ and $Y_{2}$ are significantly and moderately correlated. I would like to know if $X$ is more strongly ...
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30 views

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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2answers
39 views

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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1answer
262 views

Why lag1, may be 2 or 3, of the PACF plot seem to be more significant than a higher lag?

I am attempting to interpret the PACF plot generated from the daily return of the market index. As it can be seen on the graph, AR(1) seems to be the most appropriate model since the partial ...
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318 views

Difference between calculating partial correlation from multiple regression and regression?

So I am in a bit of a pickle. The way to calculate partial correlation from regression is through the formula \begin{equation} \rho_{x\cdot y\cdot z} = r_{x\cdot y\cdot z} = \frac{r_{XY} - r_{XZ}r_{...
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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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1answer
47 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, ...
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1answer
203 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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23 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 ...
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53 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 ...
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1answer
158 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 ...
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1answer
160 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 ...
2
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1answer
103 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 ...
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1answer
144 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 ...
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1answer
214 views

Understanding Partial Correlation

I'm having some trouble fully understanding partial correlation and I was wondering if some of you can shred some light on my confusion. Let's consider the following scenario: It is a known fact ...
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19 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 ...
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2answers
578 views

Correlated variables - classification

I have some data set and need to use a few classification methods to make prediction. I first need to pre-process the data set. France is administratively divided in regions (13), and regions are ...
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0answers
22 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 ...
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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 ...
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ACF and PACF Formula

I want to create a code for plotting ACF and PACF from time-series data. Just like this generated plot from minitab (below). I have tried to search the formula, but I still don't understand it well. ...
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1answer
64 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: ...
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10 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 ...
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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 ...
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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 ...
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1answer
171 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
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1answer
848 views

Statistical significance test between 2 partial correlations

does anyone know of an appropriate analysis for testing for a significant difference between two partial correlations? For example, say there are independent variables X and Z and dependent variable Y....
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1answer
377 views

Strange: Partial Correlation changed correlations values to be negative?

I am trying to investigate the correlation values. A big problem happens. The method I used is in corpcor package in R. I have a column as missing data. I firstly calculate the correlation matrix. ...
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36 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. ...
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1answer
374 views

Correlation among two variables shared by a third set of variables [closed]

I am interested in a measure that quantifies the correlation between two variables X,Y that is also shared by a third set of variables Z. That is, a measure that is in some way the converse of the ...
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1answer
25 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_{...
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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 ...
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37 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 ...
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3answers
4k views

Meaning of Square Root of Covariance / Precision Matrices

Say $X \in \mathbb{R}^n$ is a random variable with covariance $\Sigma \in \mathbb{R}^{n\times n}$. By definition, entries of the covariance matrix are covariances: $$ \Sigma_{ij} = Cov( X_i,X_j). $$ ...
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How to check if two variables are dependent given a third variable? [closed]

In R, I have a dataset of many variables and based on correlation matrix I see that some of the variable are correlate with the others. For simplicity, let's assume ...
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0answers
13 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 ...
2
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3answers
169 views

Why do ACF and PACF plots tend closer to each other with the increase of observations?

I have an AR(2) process: $Y_t=0.6Y_{t-1}+0.1Y_{t-2}+\varepsilon_t$. When I plot its autocorrelation function & partial autocorrelation function on the same plane, I notice that their separate ...
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239 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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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 ...
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2answers
5k views

Partial correlation in panda dataframe python [closed]

I have a data in pandas dataframe like: ...
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13 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: ...
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1answer
4k views

Interpretation of Mantel r correlations

I am using mantel in R package Ecodist to perform a series of partial mantel tests. I am examining the correlation between a species composition (Bray-curtis ...
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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 ...
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1answer
1k views

What's the intuition behind Velicer's minimum average partial (MAP) test?

In my field both the parallel test and Velicer's minimum average partial (MAP) test are commonly used when researchers are considering how many factors to retain in factor analysis or components to ...
3
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1answer
163 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 ($p$ ...
3
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2answers
667 views

Can we identify ARIMA model without looking at ACF and PACF plot?

Can we identify ARIMA($p,d,q$) model without looking at the ACF and PACF plots? I am trying to write a generalized R programme for fitting time series models. We may find out the orders $p$, $d$ and $...
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0answers
58 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 ...
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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: ...