[R] Partial correlations and p-values

[Peter Ehlers]

dadrivr wrote:
> The variables have the same length, but with different numbers of missing
> values (NA).  As a result, the residuals calculations (xres & yres) have
> different lengths, and I cannot compute the correlation between the two
> (error of incompatible dimensions - see example below).  Is there a way,
> when calculating residuals, to leave the NAs in the residual calculation and
> output? Thanks!
> 
> x <- c(1,20,14,NA,9)
> y <- c(5,6,7,9,10)
> z <- c(13,NA,16,14,NA)
> xres <- residuals(lm(x ~ z))
> yres <- residuals(lm(y ~ z))
> cor(xres, yres)
> ct <- cor.test(xres, yres)
> ct$estimate
> ct$p.value
> 

Well, your example above just uses two points for the x on z
regression and that gives zero-residuals. Let's use
something a bit more realistic:

set.seed(123)
x <- rnorm(5)
y <- rnorm(5)
z <- rnorm(5)
x[sample(5,1)] <- NA
z[sample(5,1)] <- NA
fmx <- lm(x ~ z, na.action = na.exclude)
fmy <- lm(y ~ z, na.action = na.exclude)
yres <- resid(fmy)
xres <- resid(fmx)
cor(xres, yres, use = "p")  # -0.95978
ct <- cor.test(xres, yres)
ct$estimate  # -0.95978
ct$p.value   # 0.04021994

Check out the 'na.exclude' action in lm(): it preserves
the length of the residual vector. Then the 'use='
argument to cor() uses pairwise complete observations.
cor.test() will do that automatically.

  -Peter Ehlers

> 
> Ista Zahn wrote:
>> 1) Think about what you did wrong. It doesn't make sense to do
>> correlation/regression with variables of different lengths. You can
>> have missing values in one or more variables, if that's what you mean.
>> Just code them NA.
>>
>> 2) Just add in the predictors, e.g.
>> residuals(lm(y ~ z1 + z2))
>>
>> -Ista
>>
>> On Wed, Nov 11, 2009 at 10:34 PM, dadrivr <dadrivr at gmail.com> wrote:
>>> Awesome, that's what I was looking for. Â I have two additional questions:
>>> (1)
>>> What can I do if the variables are of different lengths? (2) How do I
>>> update
>>> the formula if I want to control for more than one variable.
>>>
>>> Let's take the following example:
>>> x <- c(1,20,14,7,9)
>>> y <- c(5,6,7,9,10,11)
>>> z <- c(13,27,16,5,4,17,20)
>>> a <- c(4,6,7,1)
>>>
>>> xres <- residuals(lm(x ~ z))
>>> yres <- residuals(lm(y ~ z))
>>> cor(xres, yres)
>>> ct <- cor.test(xres, yres)
>>> ct$estimate
>>> ct$p.value
>>>
>>> How do I update the above formula to:
>>> (1) take into account that the variables are of different lengths? Â I get
>>> an
>>> error when calculating the residuals.
>>> (2) control for z and a (i.e., more than one variable)?
>>>
>>> Thanks so much for your help.
>>>
>>>
>>> Peter Ehlers wrote:
>>>>
>>>> dadrivr wrote:
>>>>> I'm trying to write code to calculate partial correlations (along with
>>>>> p-values). Â I'm new to R, and I don't know how to do this. Â I have
>>>>> searched
>>>>> and come across different functions, but I haven't been able to get any
>>>>> of
>>>>> them to work (for example, pcor and pcor.test from the ggm package).
>>>>>
>>>>> In the following example, I am trying to compute the correlation
>>>>> between
>>>>> x
>>>>> and y, while controlling for z (partial correlation):
>>>>>
>>>>> x <- c(1,20,14,7,9)
>>>>> y <- c(5,6,7,9,10)
>>>>> z <- c(13,27,16,5,4)
>>>>>
>>>>> What function can I append to this to find this partial correlation?
>>>>> Many
>>>>> thanks!
>>>> I'm not sure what you need, but does this give you what
>>>> you want:
>>>>
>>>> xres <- residuals(lm(x ~ z))
>>>> yres <- residuals(lm(y ~ z))
>>>> cor(xres, yres)
>>>> # [1] 0.9778857
>>>>
>>>> or
>>>>
>>>> ct <- cor.test(xres, yres)
>>>> ct$estimate  # 0.9978857
>>>> ct$p.value   # 0.003934582
>>>>
>>>> Â  -Peter Ehlers
>>>>
>>>>>
>>>> ______________________________________________
>>>> R-help at r-project.org mailing list
>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>> PLEASE do read the posting guide
>>>> http://www.R-project.org/posting-guide.html
>>>> and provide commented, minimal, self-contained, reproducible code.
>>>>
>>>>
>>> --
>>> View this message in context:
>>> http://old.nabble.com/Partial-correlations-and-p-values-tp26308463p26312873.html
>>> Sent from the R help mailing list archive at Nabble.com.
>>>
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>
>>
>> -- 
>> Ista Zahn
>> Graduate student
>> University of Rochester
>> Department of Clinical and Social Psychology
>> http://yourpsyche.org
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>>
>