partial_correlation_intro_1 (1)
partial_correlation_intro_1 (1)
Review of Correlation
You previously learned about the Pearson product-moment correlation, also known as Pearson’s r:
(∑ ) (∑ )(∑ )
(√ (∑ ) (∑ ) ) (√ (∑ ) (∑ ) )
Pearson’s r is a measure of the direction and magnitude of the relationship between two variables.
Pearson’s r is also known as a zero order correlation because the influence of zero other variables is
accounted for.
Partial correlations involve more than two variables. Thus, we will discuss partial correlation using the
variables X1, X2, X3, etc.
Unlike the zero order correlation, partial correlations control for the influence of one or more other
variables.
A first-order partial correlation is a measure of the relationship between X1 and X2 while controlling for
one other variable: X3. This is noted as and computed using the following equation:
√( )( )
A second-order partial correlation is a measure of the relationship between X1 and X2 while controlling
for two other variables: X3 and X4. This is noted as and computed using the following equation:
√( )( )
Examples
We are looking for the relationship between two variables while controlling for one other, so this is a
first-order partial correlation.
√( )( )
( )
√( )( ) √
This is a strong positive correlation. However, you can see that the correlation between X1 and X2
dropped from .87 to .80 after the third variable was taken into account.
We are looking for the relationship between two variables while controlling for one other, so this is a
first-order partial correlation.
√( )( )
( )( )
√( )( ( ) ) √
This is a moderate negative correlation. Again, the magnitude of the relationship between X1 and X2
decreased from -.70 to -.5678 after the third variable was controlled for.
Given , , , , , and , compute the
correlation between X1 and X2 when controlling for X3 and X4. N=506 for all
We are looking for the relationship between two variables while controlling for two others, so this is a
second-order partial correlation.
√( )( )
( )
√( )( ) √( )( ) √
( )
√( )( ) √( )( ) √
( )
√( )( ) √( )( ) √
( )
√( )( ) √( )( ) √
Statistical Significance
Examples
Let’s compute the p-values for the previous examples. For each, test the null hypothesis that the partial
correlation equals zero at the .05 level.
, N = 266
ii
There is evidence that the correlation between X1 and X2 while controlling for X3 is different from zero.
, N = 40
( )√
( )
There is evidence that the correlation between X1 and X2 while controlling for X3 is different from zero.
, N=506
There is not sufficient evidence to state that the correlation between X1 and X2 while controlling for X3
and X4 is different from zero.
To Do
i
All formulas assume listwise deletion.
ii
An online p-value calculator was used to compute an exact p-value: http://easycalculation.com/statistics/p-value-
t-test.php