From: John Fox <jfox_at_mcmaster.ca>

Date: Wed 26 Oct 2005 - 22:15:33 EST

John Fox

Department of Sociology

McMaster University

Hamilton, Ontario

Canada L8S 4M4

905-525-9140x23604

http://socserv.mcmaster.ca/jfox

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Oct 26 22:33:37 2005

Date: Wed 26 Oct 2005 - 22:15:33 EST

Dear Simon,

The population partial correlation rho[12|3...p] is 0 when the regression coefficient beta[2] for x[2] from the regression of x[1] on x[2] ... X[p] is 0. Thus, the usual t-test for a regression coefficient also tests that the partial correlation is 0.

Now, the sample partial correlation r[12|3...p] = t/sqrt(t^2 + dfe)) where dfe = n - p is the degrees of freedom for error and t is the t-statistic for testing that beta[2] is 0, and thus t = sqrt(dfe*r^2[12|3...p]/(1 - r^2[12|3...p])), so it is easy to compute the (unsigned) t-statistics from the partial correlations.

Why one would want to do this, however, is another matter. What would one do with a matrix of 2-sided p-values?

Regards,

John

John Fox

Department of Sociology

McMaster University

Hamilton, Ontario

Canada L8S 4M4

905-525-9140x23604

http://socserv.mcmaster.ca/jfox

> -----Original Message-----

*> From: r-help-bounces@stat.math.ethz.ch
**> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of sp219
**> Sent: Wednesday, October 26, 2005 5:09 AM
**> To: r-help@stat.math.ethz.ch
**> Subject: [R] Help: partial.cor significance test
**>
**> Hi,
**> I have been using the partial.cor function in Rcmdr but I was
**> wondering if there is any easy way to get statistical
**> significance tests (two tailed) along with the partial
**> correlation coefficients?
**> Simon Pickett
**>
**> Simon Pickett
**> Centre for Ecology and Conservation Biology University of
**> Exeter in Cornwall Tremough Campus Penryn Cornwall TR10 9EZ UK
**> Tel: 01326371852
**>
**> ______________________________________________
**> R-help@stat.math.ethz.ch mailing list
**> https://stat.ethz.ch/mailman/listinfo/r-help
**> PLEASE do read the posting guide!
**> http://www.R-project.org/posting-guide.html
*

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Oct 26 22:33:37 2005

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