partial.corr: partial correlations

In HH: Statistical Analysis and Data Display: Heiberger and Holland

partial correlations

Description

The partial correlation of x and y conditioning on z is the ordinary correlation of the residuals from the regression of x on z and the regression of y on z.

Usage

partial.corr(vars, cond)

Arguments

vars	matrix of data.frame of all the variables to be correlated.
cond	matrix of data.frame of all the variables to be conditioned on.

Value

matrix of partial correlations of the numeric variables in the argument vars conditioning on the numeric variables in cond.

Author(s)

Richard M. Heiberger <[e-mail]>

Examples

if.R(r=
partial.corr(longley[,1:3], longley[,4:6])
,s=
partial.corr(longley.x[,1:3], longley.x[,4:6])
)

HH documentation built on May 29, 2024, 6:24 a.m.