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**Clinical Research Training Program 2021**

CORRELATIONS Fall 2004

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**OUTLINE Correlations Multiple Correlation Coefficients**

Partial Correlation Coefficients Multiple Partial Correlation

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**Multiple Correlation Coefficient**

The multiple correlation coefficient, denoted as Ry|x1,…, xp, is a measure of the overall linear association of one dependent variable y with p independent variables x1,…, xp. The least-squares solution has the largest value of Ry|x1,…, xp. When p = 1, R = ? r.

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**Multiple Correlation Coefficient**

Mathematical formula for Ry|x1,…, xp Its square: absolute value

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**Multiple Correlation Coefficient**

The quantity , measures the proportionate reduction in the total sum of squares to due to the multiple linear regression of y on x1,…, xp. The quantity Ry|x1,…, xp, is the correlation of the observed value y with the predicted value , and this correlation is always nonnegative.

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**Partial Correlation Coefficient**

The partial correlation coefficient, denoted as ryx*|x1,…, xp is a measure of the strength of the linear relationship between the dependent variable y and one independent variables, say x*, after we control for the effects of other p independent variables x1,…, xp.

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**Partial Correlation Coefficient**

The order of the partial correlation coefficient depends on the number of variables that are being controlled for. First-order partials: ryx*|x1 Second-order partials: ryx*|x1, x2 Third-order partials: ryx*|x1, x2, x3 …etc.

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**Partial Correlation Coefficient**

Mathematical formula for Or

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**Partial Correlation Coefficient**

The quantity measures the proportion of the residual sum of squares that is accounted for by the addition of x* to a regression model already involving x1,…, xp. The partial F statistic F(x*| x1,…, xp) is used to test H0:

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**Partial Correlation Coefficient**

Hypothesis: Test statistic:

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**Partial Correlation Coefficient**

Compare two models: y = 0 + 1x y = 0 + 1x1 + 2x H0: H0: 2=0

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**Multiple Partial Correlation**

The multiple partial correlation coefficient, denoted as ry(z1, …, zq)|x1,…, xp is a measure of the strength of the linear relationship between the dependent variable y and a set of independent variables, say z1,…, zq, after we control for the effects of other p independent variables x1,…, xp.

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**Multiple Partial Correlation**

Mathematical formula for Hypothesis: Test statistic:

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**Multiple Partial Correlation**

The quantity measures the proportion of the residual sum of squares that is accounted for by the addition of z1,…, zq to a regression model already involving x1,…, xp. The partial F statistic F(z1,…, zq| x1,…, xp) is used to test H0:

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**Multiple Partial Correlation**

Compare two models: y = 0 + 1x y = 0 + 1x1 + 2x2 + 3x3 + H0: H0: 2 = 3 =0

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**Partial Correlation Coefficient**

y = SBP Variable Type I Partial Corr. Type II Intercept - Weight rSBP,WGT rSBP,WGT|AGE,HGT Age rSBP,AGE|WGT rSBP,AGE|WGT,HGT Height rSBP,HGT|WGT,AGE

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© The McGraw-Hill Companies, Inc., 2000 Business and Finance College Principles of Statistics Lecture 10 aaed EL Rabai week 12- 2010.

© The McGraw-Hill Companies, Inc., 2000 Business and Finance College Principles of Statistics Lecture 10 aaed EL Rabai week 12- 2010.

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