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pcor.test

Test for zero partial association


Description

Test for conditional independence between two variables, given the other ones, assuming a multivariate normal distribution.

Usage

pcor.test(r, q, n)

Arguments

r

a partial correlation coefficient, computed by pcor.

q

the number of variables in the conditioning set.

n

integer > 0, the sample size.

Value

tval

The Student's t-test statistic.

df

The degrees of freedom

pvalue

The P-value, assuming a two-sided alternative.

Author(s)

Giovanni M. Marchetti

See Also

Examples

## Are 2,3 independent given 1?
data(marks)
pcor.test(pcor(c(2,3,1), var(marks)), 1, n=88)

ggm

Graphical Markov Models with Mixed Graphs

v2.5
GPL-2
Authors
Giovanni M. Marchetti, Mathias Drton, Kayvan Sadeghi
Initial release
2020-02-014

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