Partial correlation
Partial correlation between two continuous variables when a correlation matrix is given.
pcor(R, indx, indy, indz, n)
R |
A correlation matrix. |
indx |
The index of the first variable whose conditional correlation is to estimated. |
indy |
The index of the second variable whose conditional correlation is to estimated. |
indz |
The index of the conditioning variables. |
n |
The sample size of the data from which the correlation matrix was computed. |
Given a correlation matrix the function will caclulate the partial correlation between variables indx and indy conditioning on variable(s) indz and will return the logarithm of the p-value.
A numeric vector containing the partial correlation and logged p-value for the test of no partial correlation.
Michail Tsagris
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
y <- as.matrix( iris[, 1:2] ) z <- cbind(1, iris[, 3] ) er <- resid( .lm.fit(z, y) ) r <- cor(er)[1, 2] z <- 0.5 * log( (1 + r) / (1 - r) ) * sqrt( 150 - 1 - 3 ) log(2) + pt( abs(z), 150 - 1 - 3, lower.tail = FALSE, log.p = TRUE ) r <- cor(iris[, 1:3]) pcor(r, 1,2, 3, 150)
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