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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calculate partial autocorrelation [duplicate]

Possible Duplicate: PACF manual calculation I am trying to find a formula for how to calculate partial autocorrelation between variables. We know that aucorrealtion between variables at ...
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Example where a simple correlation coefficient has a sign opposite to that of the corresponding partial correlation coefficient

Give some examples where a simple correlation coefficient has a sign opposite to that of the corresponding partial correlation coefficient and comment on it. It is a question from an examination ...
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Derivation of the formula for partial correlation coefficient of second order

I came across this formula in some online resources. $$r_{12.34} = \frac {r_{12.3} - r_{14.3}r_{24.3}}{ \sqrt {(1- r_{14.3}^2 )(1-r_{24.3}^2 )}}$$ I can use this but I wanted a proof of the formula....
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What is the interpretation of “generalized” partial correlations?

The usual partial correlation between X and Y given the set of variables Z is the Pearson correlation between residuals resulting from the liner regression of X on Z and Y on Z. It can be computed ...
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Visual depiction of experimental treatments in (Poisson) ANCOVA?

Goal: I want to visually depict the difference between experimental treatments while controlling for a continuous covariate in Poisson regression. In my experiment, I am seeking to explain the number ...
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How to deal with high correlation among predictors in multiple regression?

I found a reference in an article that goes like: According to Tabachnick & Fidell (1996) the independent variables with a bivariate correlation more than .70 should not be included in ...
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When is regressing out factors serially, equivalent to a simultaneous model?

I have two factors $a,b \in R^M$ which I wish to regress out of my variables $Y \in R^{M \times N}$. $b$ is a function of the variables $Y$ and is defined as: $b = \frac{1}{N}Y1$ Regressing out the ...
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Geometric intuition for why an outer product of two vectors makes a correlation matrix? [closed]

I understand that the outer product of two vectors, say representing two detrended time series, can represent a cross-correlation (well covariance) matrix. I also know that the inverse of a ...
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Some questions about VAR-models, $\Phi$-matrix-coefficients and partial-(auto-)correlations

There is an abundance of literature about VAR-models, which teaches how to test preconditions, specify and estimate VAR-models for stationary and also cointegrated time-series. However, I'm still a ...
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How to explain the partial correlation result?

For example, I have three variables: A, B, C. I analysis the partial correlation between A and B while controlling C (expressed as A~B[C]), and the partial correlation between A and C while ...
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Interpreting Omitted Variables

I do not fully understand how to interpret the difference between two statistical models where they only differ based on whether a certain variable is included on the right hand side. If the results ...

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