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Contents
Meaning of correlation
What is partial correlation?
Properties of partial correlation coefficient
Co-efficient of Partial determination
Regression and Multiple Regression equation
Co-efficient of determination
What is an error?
Determining F-ratio
Calculating Co-efficient of Multiple
Auto Correlation
Preferences
2
Meaning of correlation
Relation or connection between two or more things
(in general sense)
Interdependence of variable quantities
(statistically)
3
Order of correlation
Zero order correlation 12, 13, 23, ………
First order correlation
, , , ………
12.3 13.2 23.1
Second order correlation
, , ………
12.34 13.24
4
For Zero order correlation,
= 12− 1 2
12
2 2 2
1 − 1 2 − 2
2
1 13− 1 3
3
= 2 2
1 − 1 2 3 − 3
An
2
− d
2 23 2 3
3 2 2 2 2
= 2 − 2 3 − 3
5
What is partial correlation co-fficient?
Relationship between two variables keeping the
other variable constant/fixed
•
Relation between X1 and X2 keeping X3
constant is denoted by:
• Similarly, means relation between X1 and
X3 keeping X2 and so on
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