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Pearsons r
partial correlation
Partial Gamma
interaction
ryxYXryzYZ
rxz
zero-order correlations
first-orderryxz
ryxz =
r yx ( r yz )( rxz )
1 r yz2
----- (1)
1 rxz2
ryxzXYZ
zero-order
direct relationship
ryxzryxspurious
common cause
and
X
Y
ryxzryxryx 0 Z
ZXY
XY
ryxzryxXZY
X
Y
Z
Y Z
X Y Z
b1 =
ry1 ry 2 r12
2
1 r12
Sy
S2
b2 =
-------------- (3)
ry 2 ry1r12
-------------- (4)
2
1 r12
a = Y - b1- b2
SY
SX
SX
rYX
rYX
rXX
b b X XY
2
X X X
X
XXY
Y
Z scores
XY
0S 1
standardized partial slopesbeta-weights
b*b*
Y
Y
S
b1*=b1 1
Sy
S2
S
y
b2*=b2
Y 5 Y
Y
Rmultiple correlation coefficient
R2 (coefficient of multiple determination)
R
R=
(r2?)
R2r2
interval-ratio level
X
?
Y12 =
r2Y1 +
r2Y21
Proportion
explained by
X1X2
(1-r2y1)
Proportion
Proportion
Proportion
explained by explained by unexplained by
X1
X2
X1
controlling for
X1
R2ijk
regression model
Y= a + b1X1 + b2X2 + e
ei
Yi = ai + b1Xi1 + b2Xi2 + ei
ei)
ab
Y=
+ 1X1 +2X2 +
Yi =
i + 1Xi1 + 2Xi2 + i
specification error
1 X Y
2 Y
3 Y
Y
Y
X Y
functional form
X Y
2Homoskedasticity ;
4XX
5
Homoskedasticity
Y
perfect high
multicollinearity
(1)(3)d
ab BLUE (Best Linear Unbiased
Estimates) BLUE
multicollinearity ()
(3)e
(Partial Correlation)
XXYY s
XY Yi = ai + bXi2 + eiyeiy
YabXY
X
XXXabXeX
XbXX
e
YX
5000+1000()+e 10000 ,
e10000-5000-1000(2)=3000
YX
XYXee1
XYX
XXYXY
X
YX
Weighted Average YX
multivariate normal distribution
ry12 =
ry1 ( ry 2 )( r12 )
1 ry22 1 r122
XYX
r
YXrr
YX
XYX
XXX
X1 Y
r r r
rr
r 0
1 r r 0
r rrr
r r
0 rr
1 rr0
r
A B A B
A B A
B AB
B
A
spurious)
a closed system)
Z
X
Z
Y
1 2
yz = xy xz
yz xy xzxy xz
X yz
yz.x yz
(Beta)
XXX X
X0
Xa
2X
b b b
b
aXbXbX
b bbb
bb
r bb
(Partial Slope)
remain constant)
Partial Slope
direct effect)
)
beta weights
P21
X
P31
41
P52
P54
P53
(Path Analysis)
X2 = P21X1
X3 = P31X1
X4 = P41X1
X5 = P52X2 + P53X3 + P54X4
beta weights
ij.k = bij.k S
sjsi XiXj
S
(?)
j
ij.kl = bij.kl S
S
ij.k
j
ij.k =
r r r
1 r
ij
ik
jk
rij.k
jk
beta weights
bivariate correlation (
total correlation) Path Coeficients total correlation
total correlation
total correlaton
total correlationrij
1 X
X XX XXX
0 1
1 0
1 0 K
1 K
1
-
-
-
-
--
/
0
1
0
0
0
0
0
1
0
0
0
0
0
1
0
0
0
0
0
1
1
0 0
0.058
intercept .007 intercept .007
.058