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Multiple Partial2022

This document discusses different types of correlation analyses: simple or bivariate correlation, partial correlation, and semi-partial correlation. Partial correlation measures the association between two variables while removing the effect of a third confounding variable. Semi-partial correlation shows the unique contribution of a variable to the overall correlation while removing the effect of a confounding variable from either one or both of the variables. The document provides an example using murder rate, illiteracy, and income data to demonstrate these different correlation techniques. It also discusses the assumptions and appropriate uses of partial and semi-partial correlation analyses.

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Ananta Giri
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24 views

Multiple Partial2022

This document discusses different types of correlation analyses: simple or bivariate correlation, partial correlation, and semi-partial correlation. Partial correlation measures the association between two variables while removing the effect of a third confounding variable. Semi-partial correlation shows the unique contribution of a variable to the overall correlation while removing the effect of a confounding variable from either one or both of the variables. The document provides an example using murder rate, illiteracy, and income data to demonstrate these different correlation techniques. It also discusses the assumptions and appropriate uses of partial and semi-partial correlation analyses.

Uploaded by

Ananta Giri
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Multivariate Analysis

Correlation: simple, partial,


semi-partial and Multiple

Vikash Raj Satyal


Correlation :
• Pairwise
• Partial
• Semipartial &
• Multiple
Example1: Some data was found that was saying:
“Ice cream sales increase when murder rates increase”
dataset “murderice.csv”
These two variables have nothing
logical to do with each other, it was
however interesting to find that, they
both increase when it’s hot outside

Heat is the confounding variable


Partial correlation measures the degree of association between two random
variables, removing the effect of a third confounding random variable.
X = (x1, x2, …, xi, …, xn)′

The correlation between two random variables xi and xj is denoted by


Partial & Semi-partial correlation

• Correlation between Y & X1 is simple


bivariate

• Suppose X2 is a ‘confounding’ third variable


• Correlation, between Y & X1, excluding
effect of X2 from both Y & X1 is partial
correlation
• Correlation, between Y & X1, excluding
effect of X2 from Y , but not from X2 is
semi-partial correlation
Value of Partial and semi-partial correlations
• Partial and semipartial correlations provide another means of
assessing the relative “importance” of independent variables in
determining Y.
• Basically, they show how much each variable uniquely contributes to
R2 over and above that which can be accounted for by the other
IVs.
State.x77 data in R

Are there useable variables, in this data


to predict – ‘Murder rate’?
Regression of Murder= Illiteracy + Income

The Multiple correlation of among variables is 0.502


It shows how well the DV Murder can be predicted using a
linear function of a set of XVs (Illiteracy & Income)
Bivariate Person’s correlation
Significance of Partial correlation
A pairwise correlation give how two variables are related. But
in multivariate concept, the bivariate co-relation may be
influenced by other Confounding Variables to give a spurious
result.
Using the Partial correlation, we can determine the role of
two variables excluding the role of remaining variables from
the multivariate space.
Partial & Semi-partial correlation - (test in R) R2 = 0.502
r = 0.703

Partial correlation of Murder & Illiteracy


controlling the effect of Income is 0.688
Partial & Semi-partial correlation - (test in R) R2 = 0.502
r = 0.703
Semi-partial correlation of Murder & Illiteracy
controlling the effect of Income only on Illiteracy
but not on Murder is 0.67
[Pure contribution of Illiteracy]

Semi-partial correlation
• Sp-cor, represents unique amount of variance that the predictor variable brings to the model.
• Here, R2 –(spcor) = 0.70 - 0.67 = .03 (or 3%), is the amount of information (Illiteracy) contributes that is not
shared by other predictors( Income) to explain Murder
• It is the most desired component for regression analysis, to understand the pure contribution of specific
predictor variables in the model

Also pure contribution of Income on Murder, is


R2 –(spcor) = .62 (or 62%)
Where is the remaining variance for Murder?
More examples:
where Partial correlation is useful
1.Relationship between demand of coffee and tea keeping prices
of tea controlled.
2.Relationship between GMAT score and number of hours
studied keeping SAT score constant.
3.Relationship between weight and number of meals intake while
controlling age
4.Relationship between bank deposits and interest rate keeping
household rate constant.
https://www.tandfonline.com/doi/abs/10.1080/14697688.2014.946660

Correlation
used in
research
papers
Assumptions : Partial and Part Correlation
• Variables should be continuous in nature. For example, weight, GMAT
score, sales etc
• There should be linear relationship between all the three variables. If
a variable has non-linear relationship, transform it or ignore the
variable.
• There should be no extreme values (i.e outliers). If outliers are
present, we need to treat them either by percentile capping or
remove the outlier observations
• Variables you want to hold constant can be one or more than one
Task1: Presentation to Group 1 next week in class
“Impact of Health-care Funding” on Visit and Rate

• A hypothetical data file health_funding.Rdata is provided to you


• Tasks: As a researcher perform the following activities:
1) describe the data(relevant to this issue, can also add few graphics)
2) find the Bivariate, Partial, Semipartial and Multiple correlations with an
objective to know how Visits(Y) depends on Rate(X) and use Funding(Z) as a
confounding variable
3) Interpret the results from analysis.
Let us use R ()

Thanks

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