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BRIEF REPORT: THE DISTRIBUTION OF PARTIAL CORRELATIONS AND GENERALIZATIONS
Multivariate Behavioral Research
|February 2, 2016
Abstract:
The distributional results of regression analysis can be obtained in a simple way through the use of idempotent matrices, as Graybill has shown. An extension of these methods is used to show the relation of the distribution of the partial correlation coefficient to that of the simple correlation. Obvious extensions are given to partial multiple and partial canonical correlations.
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