Today, I will talk about the math behind calculating partial correlation and illustrate the computation in R. The computation uses an example involving the oxidation of ammonia to make nitric acid, and this example comes from a built-in data set in R called stackloss.
I read Pages 234-237 in Section 6.6 of “Discovering Statistics Using R” by Andy Field, Jeremy Miles, and Zoe Field to learn about partial correlation. They used a data set called “Exam Anxiety.dat” available from their companion web site (look under “6 Correlation”) to illustrate this concept; they calculated the partial correlation coefficient between exam anxiety and revision time while controlling for exam score. As I discuss further below, the plot between the 2 above residuals helps to illustrate the calculation of partial correlation coefficients. This plot makes intuitive sense; if you take more time to study for an exam, you tend to have less…
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