parcorHijk: Generalized partial correlation coefficients between Xi and Xj, after removing the
effect of Xk, via OLS regression residuals.
Description
This function uses data on two column vectors, xi, xj, and a third
xk, which can be a vector or a matrix, usually of the remaining
variables in the model, including control variables, if any.
It first removes missing data from all input variables. Then,
it computes residuals of OLS regression (xi on xk) and (xj on xk).
This hybrid version uses both OLS and then generalized correlation among
OLS residuals.
Usage
parcorHijk(xi, xj, xk)
Arguments
xi
Input vector of data for variable xi
xj
Input vector of data for variable xj
xk
Input data for variables in xk, usually control variables
Value
ouij
Generalized partial correlation Xi with Xj (=cause) after removing xk
ouji
Generalized partial correlation Xj with Xi (=cause) after removing xk
# NOT RUN {# }# NOT RUN {set.seed(34);x=matrix(sample(1:600)[1:99],ncol=3)
options(np.messages=FALSE)
parcorHijk(x[,1], x[,2], x[,3])
# }# NOT RUN {#' # }