The Ranges of Limiting Values of Some Partial Correlations under Conditional Independence |
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| Authors: | Edward L. Korn |
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| Affiliation: | Residence, Department of Biomathematics , University of California , Los Angeles , CA , 90024 , USA |
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| Abstract: | Pearson's partial correlation, Kendall's partial tau, and a partial correlation based on Spearman's rho need not be consistent estimators of zero under conditional independence. The ranges of possible limiting values of these correlations are computed under multivariate normality and lognormality. Students should exercise caution when interpreting these partial correlations as a measure of conditional independence. |
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| Keywords: | Partial correlation Conditional independence Kendall's tau Spearman's rho |
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