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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259 views

Symmetry of Partial correlation

Inspired by the question and the diagram represented in the answer, I am wondering if partial correlation is symmetric? We know that $\rho(X,Y) = \rho(Y,X)$. See here. From , we know that $\...
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679 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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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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How can including an IV uncorrelated with the DV improve a multiple regression model?

Let's say $Y$ is my DV, and $X_1$,and $X_2$ are IVs: \begin{align} \newcommand{\Cor}{\rm Cor} \Cor(Y,X_1) &= 0.7994172 \\ \Cor(Y,X_2) &= -0.00041 \\ \Cor(X_1,X_2) &= 0.505 \\[...
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Estimation of partial correlations strength after/during Glasso

I've been asked to run some estimations of partial correlation using the glasso algorithm. Luckily, now I'm in a situation where my number of data points is not that low ($N > 2\times p $), with N ...
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Difference between Partial Correlation and Semi-Partial Correlation

Partial Correlation is when there are three things connected each other(A,B,C), when comparing A and B, we should think about the effect of C so when we calculate the pure relationship between A and B,...
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Is partial Pearson correlation considered as a linear measure of association?

I know Pearson's correlation is considered to be a linear measure of association, for it is intimately linked to simple least square regression. It is known to have poor performance on non-linear data ...
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1answer
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How could I get a correlation value that accounts for gender?

For instance if I were trying to relate Age and Height, I would do something like this: df <- data.frame(Age, Height) cor(df) How could I get Pearson's r ...
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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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1answer
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Two moderate zero-order correlations leading to two weak to null partial correlations: What does it mean?

I am trying (operative word) to validate a scale composed of two highly correlated (~.7) subscales, let's call them A and B. In order to establish convergent validity with other measures, I am looking ...
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Testing for conditional independence: What's the correct way?

My goal is to check if two variables $X$ and $Y$ are conditionally independent given $Z$. For simplicity, let's assume the joint distribution is multivariate normal. In this case, we can compute ...
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How do I interpret this ACF and PACF plot?

I am very new to time-series analysis and have got some time-series data regarding product prices. The data set is monthly data collect since 1993 to 2014. I have tried plotting the ACF and PACF but ...
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How to describe this study design + MLM adequate for analysis?

I have recently encountered a rather particular study design and wonder how it could be adequately described and if a multilevel model should be used to analyze it. There are 3 factors in this ...
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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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Corroborating/Conflicting partial correlation and covariance matrix from mixed model

I have a project looking at reaction times of coordinated movements; there is a visual signal and the participant must look and point at a target. We measured the reaction time (ms) of the motor ...
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Deriving Pearson correlation from regression results

If the common regression results as typically reported in an empirical primary study (sample size n, regression coefficients (Betas), t-statistic, p-value, R^2, adj. R^2) are given in the case of more ...
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323 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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In linear regression, what does $\beta_1 = 0$ really mean?

If granted omniscience and we know that $\beta_1$ in a multiple linear regression model is truly 0, what does that mean in words (and math notation)? The model is: $Y = \beta_0 + \beta_1X_1 + \...
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122 views

Constructing Bayes Factor comparing a single correlation coefficient in the entire sample vs. separate coefficients by group?

I have a sample consisting of 4 independent groups of participants. For any two variables within the sample, I would like to quantify the improvement in fit to the data from estimating a separate ...
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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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Copulas for generating uniform random variables with correlations

I want to generate uniform random variables which have a correlation structure defined by a graph i.e. a variable is only correlated with its neighbors in the graph and is uncorrelated with the rest ...
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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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what's the definition of partial correlation for a population?

is partial correlation only defined for a given sample? the definition based on residuals as on wikipedia seem to imply that's the case. is there a population definition for partial correlation?
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Semi partial correlation importance variables

I have some SAS code that is used to calculate the importance of variables using semi-partial correlations: ...
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93 views

Measuring the effect of X on Z, controlling for the association between X and Y. Semipartial correlation?

So, I have 3 variables: X, Y, Z. All three are inter-correlated. X is my IV, and Y and Z are both DVs; indeed, they are quite similar constructs. I want to know if X predicts Z more than it does Y. ...
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1answer
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How to interpret redundancy?

I have trouble making sense (i.e. real-world sense…) out of some of my results. I have Y and X1 and X2 for different geographic areas. Meaning they are the same variables, but their actual values are ...
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256 views

Partial Correlation VS. Correlation Threshold in brain network graph

Partial correlation (or inverse of covariance matrix) and correlation threshold are two common methods to construct the brain network in fMRI data. Theoretically, partial correlation should perform ...
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1answer
948 views

Get correlation matrix of 3 variables from any combination of 3 simples/partials

Here is the situation. (This is not a homework problem.) I am writing a program that does Cool And Interesting Things starting with a correlation matrix among 3 variables: call them $X$, $Y$, and $Z$....
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232 views

Partial correlations among three distance matrices

I am trying to test the hypothesis that related species should deviate more in niche space the more they overlap in geographic space. In other words, related species either forage similarly and don't ...
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688 views

Reporting Fixed Effects as (partial) correlations?

I'm doing a linear mixed effects analysis in which I'm really only interested in one of the fixed effects. I have several other fixed effects and a random intercept term, but none of them are relevant,...
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1answer
379 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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Two-predictor regression vs partial correlation [duplicate]

Say I want to see whether two variables y and x1 are linearly related, while controlling for the effect of an x2 "nuisace" variable. What is the difference between (a) regressing y over x1 and x2 and ...
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700 views

Correlation vs Partial Correlation to explore relationship in data

I have a cognitive architecture solving a set of tasks. Also I have data of human subjects solving the same set of tasks. Now I want to see whether I can find a relationship between the performance ...
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1answer
315 views

Partial correlation - scales?

Is there any way to conduct a partial correlation analysis if the DV is dichotomous?
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How do I test the difference between two dependent correlation coefficients whilst controlling for other variables?

How do I test the difference between r(X,Y) and r(X,Z) [Williams Test?] whilst controlling for demographic variables that were measured in addition to X and Y and Z [Partial Correlation]? Thanks, ...
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1answer
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Sample ACF and PACF of a random walk

Suppose $X_n$are iid $N(0,1)$ random variables. Define $S_n := \sum_{i=1}^n X_n$. Then $S_n$ is a random walk. Since $Var(S_n) = n$ and $Cov(S_n, S_m) = \min(n,m)$, $S_n$ is not stationary in the ...
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455 views

Basic information about partial correlation

I'm quite new to this topic, so this is probably very basic for most of you: I want to analyse the relationship of multiple variables via partial correlation as an alternative for a regression ...
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735 views

Which one of these looks stationary?

Step 1. To answer "Final Question" ( linked: "https://stats.stackexchange.com/questions/79246/the-final-question-order-of-differencing-to-achieve-stationary-and-interpreta") Expecting to find ...
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Intuition behind the names 'partial' and 'marginal' correlations

Does anybody have an idea about why conditional correlation between 2 variables is called "partial" correlation and the simple correlation between them (so, when not conditioned on any other variable) ...
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Multiple regression or partial correlation coefficient? And relations between the two

I don't even know if this question makes sense, but what is the difference between multiple regression and partial correlation (apart from the obvious differences between correlation and regression, ...
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530 views

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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2answers
395 views

Generating random numbers based on partial correlation data

I need to generate random numbers based on already existing partial correlation data (not correlation or covariance data). Specifically, a 168*12 matrix based on a 12*12 partial correlation matrix. ...
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1answer
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Partial correlation plot, split by groups SPSS

Is it possible to illustrate partial correlation scatter plots for 2 subgroups on the same graph? e.g. I want to make scatter plots of data controlled for age, differentiated by males or females. I'...
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SARIMA estimation

I am trying to manually estimate the non-seasonal components of an SARIMA (p,d,q)x(P,D,Q)[s]. I thought the estimation is going the same way like in ARIMA, but the output says somehow something ...
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606 views

Semi-partial correlation and interaction

I am evaluating some customer satisfaction data, and want to calculate how much each predictor variable contributes to the response (customer satisfaction). Ideally, I would use the Shapley Value ...
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1answer
837 views

ACF and PACF of AR process with non-zero mean

Calculating the acf and pacf of an AR process with zero mean is straightforward, but does anyone knows how to proceed when the mean is not zero? Of course my intention is to calculate the theoretical ...
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173 views

Unbiased estimate of the semi-partial correlation

Is the sample semi-partial correlation a biased estimate of the population semi-partial correlation? If it is biased, what is an unbiased estimator of the population semi-partial correlation? Are ...
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Meaning of partial correlation

From Wikipedia Formally, the partial correlation between $X$ and $Y$ given a set of $n$ controlling variables $Z = \{Z_1, Z_2, …, Z_n\}$, written $ρ_{XY·Z}$, is the correlation between the ...
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882 views

Why is the semi-partial correlation sometimes called the “part correlation”?

I understand the difference between partial correlation and semi-partial and zero-order correlation. This terminology makes sense to me in that the partial correlation of X and Y partials out the ...
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Are standardized betas in multiple linear regression partial correlations? [duplicate]

Since standardized betas are correlation coefficients in bivariate regression, is it the case that standardized betas in multiple regression are partial correlations?