[R] Help: partial.cor significance test

[John Fox]

Dear Simon,

The population partial correlation rho[12|3...p] is 0 when the regression
coefficient beta[2] for x[2] from the regression of x[1] on x[2] ... X[p] is
0. Thus, the usual t-test for a regression coefficient also tests that the
partial correlation is 0.

Now, the sample partial correlation r[12|3...p] = t/sqrt(t^2 + dfe)) where
dfe = n - p is the degrees of freedom for error and t is the t-statistic for
testing that beta[2] is 0, and thus t = sqrt(dfe*r^2[12|3...p]/(1 -
r^2[12|3...p])), so it is easy to compute the (unsigned) t-statistics from
the partial correlations.

Why one would want to do this, however, is another matter. What would one do
with a matrix of 2-sided p-values?

Regards,
 John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
-------------------------------- 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of sp219
> Sent: Wednesday, October 26, 2005 5:09 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Help: partial.cor significance test
> 
> Hi,
> I have been using the partial.cor function in Rcmdr but I was 
> wondering if there is any easy way to get statistical 
> significance tests (two tailed) along with the partial 
> correlation coefficients?
> Simon Pickett
> 
> Simon Pickett
> Centre for Ecology and Conservation Biology University of 
> Exeter in Cornwall Tremough Campus Penryn Cornwall TR10 9EZ UK
> Tel: 01326371852
> 
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