Some Deficiencies of Using Moment Generating Functions |
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Authors: | Ignacy I Kotlarski |
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Institution: | Dept. of Statistics , Oklahoma State Univ. , Stillwater , OK , 74074 , USA |
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Abstract: | Dissatisfaction is expressed with the well-known definitions of partial and multiple correlation. Partial correlation is defined here as the ordinary correlation between two random variables after their linear dependence on the partialed-out variables has been subtracted. This leads to familiar results; it also clarifies the auto-regressivelike assumptions required for the partial autocorrelations to have a cut-off property. Multiple correlation is similarly considered. |
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Keywords: | Partial correlation Multiple correlation Time series Mean squared linear regression |
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