Dear Simon, The population partial correlation rho[12|3...p] is 0 when the regression coefficient beta[2] for x[2] from the regression of x[1] on x[2] ... X[p] is 0. Thus, the usual t-test for a regression coefficient also tests that the partial correlation is 0.
Now, the sample partial correlation r[12|3...p] = t/sqrt(t^2 + dfe)) where dfe = n - p is the degrees of freedom for error and t is the t-statistic for testing that beta[2] is 0, and thus t = sqrt(dfe*r^2[12|3...p]/(1 - r^2[12|3...p])), so it is easy to compute the (unsigned) t-statistics from the partial correlations. Why one would want to do this, however, is another matter. What would one do with a matrix of 2-sided p-values? Regards, John -------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox -------------------------------- > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of sp219 > Sent: Wednesday, October 26, 2005 5:09 AM > To: r-help@stat.math.ethz.ch > Subject: [R] Help: partial.cor significance test > > Hi, > I have been using the partial.cor function in Rcmdr but I was > wondering if there is any easy way to get statistical > significance tests (two tailed) along with the partial > correlation coefficients? > Simon Pickett > > Simon Pickett > Centre for Ecology and Conservation Biology University of > Exeter in Cornwall Tremough Campus Penryn Cornwall TR10 9EZ UK > Tel: 01326371852 > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html