partial_and_semi-partial_correlation_note
Partial and semi-partial correlation
> tests <- read.csv("http://commres.net/wiki/_media/r/tests_cor.csv") > colnames(tests) <- c("ser", "sat", "clep", "gpa") > tests <- subset(tests, select=c("sat", "clep", "gpa")) > tests sat clep gpa 1 500 30 2.8 2 550 32 3.0 3 450 28 2.9 4 400 25 2.8 5 600 32 3.3 6 650 38 3.3 7 700 39 3.5 8 550 38 3.7 9 650 35 3.4 10 550 31 2.9
> attach(tests) > pairs(cbind(sat, clep, gpa), lower.panel = panel.cor, pch = 18)
> options(digits=4) > cor(tests) sat clep gpa sat 1.0000 0.8745 0.7180 clep 0.8745 1.0000 0.8763 gpa 0.7180 0.8763 1.0000 > > cor(tests)^2 sat clep gpa sat 1.0000 0.7648 0.5156 clep 0.7648 1.0000 0.7679 gpa 0.5156 0.7679 1.0000 >
Regression GPA against SAT
tests.lm.gpa.sat <- lm(gpa ~ sat, data = tests) summary(tests.lm.gpa.sat) Call: lm(formula = gpa ~ sat, data = tests) Residuals: Min 1Q Median 3Q Max -0.23544 -0.12184 0.00316 0.02943 0.56456 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.7848101 0.4771715 3.740 0.0057 ** sat 0.0024557 0.0008416 2.918 0.0193 * --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 0.2365 on 8 degrees of freedom Multiple R-squared: 0.5156, Adjusted R-squared: 0.455 F-statistic: 8.515 on 1 and 8 DF, p-value: 0.01935
Also, correlation between SAT, GPA = 0.7180 (see the above cor output)
tmp1 <- data.frame(cbind(tests.lm.gpa.sat$fitted.values, tests.lm.gpa.sat$residuals)) tmp.gpa.sat <- as.data.frame(cbind(sat, gpa, tmp1$X1, tmp1$X2)) colnames(tmp.gpa.sat) <- c("sat", "gpa", "pred", "resid") tmp.gpa.sat sat gpa pred resid 1 500 2.8 3.012658 -0.212658228 2 550 3.0 3.135443 -0.135443038 3 450 2.9 2.889873 0.010126582 4 400 2.8 2.767089 0.032911392 5 600 3.3 3.258228 0.041772152 6 650 3.3 3.381013 -0.081012658 7 700 3.5 3.503797 -0.003797468 8 550 3.7 3.135443 0.564556962 9 650 3.4 3.381013 0.018987342 10 550 2.9 3.135443 -0.235443038
Note that correlation between sat and gpa = 0.718,
correlation between gpa and pred = the same as the above,
correlation between pred and resid = 0
round(cor(tmp.gpa.sat), digits = 3) sat gpa pred resid sat 1.000 0.718 1.000 0.000 gpa 0.718 1.000 0.718 0.696 pred 1.000 0.718 1.000 0.000 resid 0.000 0.696 0.000 1.000
partial_and_semi-partial_correlation_note.txt · Last modified: 2018/12/07 13:37 by hkimscil