PARTIALCORRELATIONS procedure

Calculates partial correlations for a list of variates (S. Langton).

Options

PRINT = string

Output required (correlations); default corr

CORRELATIONS = symmetric matrix

Saves the partial correlations

WEIGHTS = variate

Supplies weights for the units; default * i.e. all 1

Parameters

DATA = variates

Set of variates whose partial correlations are to be calculated

Description

PARTIALCORRELATIONS calculates a symmetric matrix of partial correlations from a set of variates. The matrix contains the correlation between each pair of variates after adjusting for all the other variates in the set. The variates are listed using the DATA parameter, and the matrix can be saved using the CORRELATIONS option. A variate of weights can be supplied using the WEIGHTS option. The PRINT option controls the printing of the partial correlations. The default setting correlations ensures that they are printed, but you can set PRINT=* to suppress printing.

Options: PRINT, CORRELATIONS, WEIGHTS.

Parameter: DATA.

Method

The partial correlations are calculated from the correlations C by the calculation

-CORRMAT( INVERSE(C) )

Action with RESTRICT

Any units that are restricted within the DATA variates (or which have missing values) are excluded from the analysis.