| Partial correlation between two variables {MXM} | R Documentation |
Partial correlation
Description
Partial correlation between two variables when a correlation matrix is given.
Usage
partialcor(R, indx, indy, indz, n)
Arguments
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. |
Details
Given a correlation matrix the function will caclulate the partial correlation between variables indx and indy conditioning on variable(s) indz. The logarithm of the p-value is also returned.
Value
The partial correlation coefficient and the logged p-value for the test of no association.
Author(s)
Michail Tsagris
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr
See Also
testIndFisher, testIndSpearman, permcor, pc.con
Examples
r <- cor( iris[, 1:4] )
partialcor(r, 1, 2, 0, 150)
r[1, 2] ## the same as above
y <- as.vector( iris[, 1] )
x <- as.vector( iris[, 2] )
z <- as.vector( iris[, 3] )
e1 <- resid( lm(y ~ z) )
e2 <- resid( lm(x ~ z) )
cor(e1, e2)
partialcor(r, 1, 2, 3, 150)