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An Invariance of Partial Correlations in Distributions With Elliptical Contours

Author(s):
Boldt, Robert F.
Publication Year:
1973
Report Number:
RB-73-56
Source:
ETS Research Bulletin
Document Type:
Report
Page Count:
5
Subject/Key Words:
Computer Software, Correlation, Data Analysis, Scores

Abstract

For distributions with elliptical cntours, the variance-covariance matrix of variables X1 conditioned on variables X2 takes the form of a matrix of parameters, multiplied by a scalar function of X2. Therefore, the matrix of partial correlations depends only on distribution parameters and is invariant over the domain of X2. (5pp.)

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