[R] How to check conditional dependence

[trekvana]

Hello all-

Lets say I have my dependent variable Y_ij and a time varying covariate
X_ij. I want to formulate some regression model to check if X_ij is
dependent on X_i1,X_i2,....,X_i(j-1) and Y_i1,Y_i2,....,Y_i(j-1). I want to
test no dependence on the Y component.

I'm thinking a simple linear regression of X_i2,...,X_ij on
X_i1,...,X_i(j-1) and Y_i1,...,Y_i(j-1) with NO intercept term using the
lm() function should do it. Then I can look at the regression coefficient of
Y to test for no dependence on Y. Does this make sense or is there a
better/correct way to do this?

Thanks
George
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