Lesson 6: Multivariate Conditional Distribution and Partial Correlation

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Introduction

In a multivariable setting partial correlations are used to explore the relationships between pairs of variables after we take into account the values of other variables..

For example, in a study of the relationship between blood pressure and blood cholesterol, it might be thought that both of these variables are related to the age of the subject. That is, we might be interested in looking at the correlation between these two variables for subjects of the same age.

Learning objectives & outcomes

Upon completion of this lesson, you should be able to do the following:

  • Construct a conditional distribution;
  • Understand the definition of a partial correlation;
  • Compute partial correlations using SAS and Minitab
  • Test the hypothesis that the partial correlation is equal to zero, and draw appropriate conclusions from that test;
  • Compute and interpret confidence intervals for partial correlations.