partial.r: Find the partial correlations for a set (x) of variables with set (y) removed.
Description
A straightforward application of matrix algebra to remove the effect of the variables in the y set from the x set. Input may be either a data matrix or a correlation matrix. Variables in x and y are specified by location.
Usage
partial.r(m, x, y, digits = 2)
Arguments
m
A data or correlation matrix
x
The variable numbers associated with the X set.
y
The variable numbers associated with the Y set
digits
Report correlations to digits of accuracy (default =2)
Value
The matrix of partial correlations.
Details
It is sometimes convenient to partial the effect of a number of variables (e.g., sex, age, education) out of the correlations of another set of variables. This could be done laboriously by finding the residuals of various multiple correlations, and then correlating these residuals. The matrix algebra alternative is to do it directly.
References
Revelle, W. (in prep) An introduction to psychometric theory with applications in R. To be published by Springer. (working draft available at http://personality-project.org/r/book/
See Also
mat.regress for a similar application for regression