R help - Feb 2000 - partial correlation coefficients in R?

Hello,

after thorough searching of the R help files as well as S+-help, I'm coming
to the list: Is there a possibility to compute partial correlation
coefficients between multiple variables (correlation between two paired
samples with the "effects of all other  variables partialled out")?
All I
seem to find are the standard Pearson correlation coefficients (with cor())
and no clue as to how to convert them into partial ones. One of my books
states that"this is a computionally intensive problem and computer help is
most welcome" :-), but fails to give an algorithm. Can anyone help? Maybe
this feature already exists somewhere?

Cheers

Kaspar


-- 

Kaspar Pflugshaupt
Geobotanisches Institut
Zuerichbergstr. 38
CH-8044 Zuerich

Tel. ++41 1 632 43 19
Fax  ++41 1 632 12 15

mailto:pflugshaupt at geobot.umnw.ethz.ch
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Kaspar,
> to the list: Is there a possibility to compute partial correlation
> coefficients between multiple variables (correlation between two paired
I use this for partialing the three variable case, if you find any which
will handle more varibles let me know:

# pcor - partial correlation routine invoked by tspcor and the like
# calculates the partial correlation coefficient between v1 and v2
# controlling for v3 - returns that value

pcor <- function(v1, v2, v3)
	{
	c12 <- cor(v1, v2)
	c23 <- cor(v2, v3)
	c13 <- cor(v1, v3)

	partial <- (c12-(c13*c23))/(sqrt(1-(c13^2)) * sqrt(1-(c23^2)))

	return(partial)
	}





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Dr. David Lucy
Department of Archaeological Sciences
University of Bradford
Bradford
West Yorkshire
BD7 1DP
UK

tel. +44 01274 233556
fax. +44 01274 235190
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At 11:34 AM 2/25/2000 +0100, you wrote:
>after thorough searching of the R help files as well as S+-help, I'm
coming
>to the list: Is there a possibility to compute partial correlation
>coefficients between multiple variables (correlation between two paired
>samples with the "effects of all other  variables partialled
out")? All I
>seem to find are the standard Pearson correlation coefficients (with cor())
>and no clue as to how to convert them into partial ones. One of my books
>states that"this is a computionally intensive problem and computer help
is
>most welcome" :-), but fails to give an algorithm. Can anyone help?
Maybe
>this feature already exists somewhere?
>
Dear Kaspar,

Actually, this is quite straightforward. Suppose that R is the correlation
matrix among the variables. Then,

	Rinv<-solve(R)
	D<-diag(1/sqrt(diag(Rinv)))
	P<- -D %*% Rinv %*% D

The off-diagonal elements of P are then the partial correlations between each
pair of variables "partialed" for the others. (Why one would want to
do this is another question.)

I hope that this helps,
 John



|----------------------------------------------------|
| John Fox                          jfox at McMaster.ca |
| Department of Sociology        McMaster University |
|----------------------------------------------------|
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