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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- http://dx.doi.org/10.1002/j.2333-8504.1973.tb00842.x