| Partial correlation between two continuous variables {pchc} | R Documentation |
Partial correlation
Description
Partial correlation between two continuous variables when a correlation matrix is given.
Usage
pcor(R, indx, indy, indz, n)
Arguments
R |
A correlation or covariance 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 or a covariance 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.
Value
A numeric vector containing the partial correlation and logged p-value for the test of no partial correlation.
Author(s)
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
See Also
Examples
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)