XII.—PARTIAL CORRELATION.
This is again the relation of the familiar form—
Ola = ai(1 TT 3.)
with the secondary suffixes 23 . . . . (n—1) added throughout.
It is clear from (9) that 7,65... (u_1), like any correlation of order
zero, cannot be numerically greater than unity. It also follows
at once that if we have been estimating z, from Zor Ty xv in» puis
x, will not increase the accuracy of estimate unless 7,0, (n=1)
(not 7y,) differ from zero. This condition is somewhat interesting,
as it leads to rather unexpected results. For example, if 7, = + 0-8,
r3= +04, 793= +05, it will not be possible to estimate #, with
any greater accuracy from x, and x; than from z, alone, for the
value of 74, is zero (see below, § 13).
11. It should be noted that, in equation (9), any other subscript
can be eliminated in the same way as subscript » from the suffix of
Oss. ...n SO that a standard-deviation of order p can be expressed
in » ways in terms of standard-deviations of the next lower order.
This is useful as affording an independent check on arithmetic.
Further, 0,9; (ay can be expressed in the same way in terms
of i935... (ng, and so on, so that we must have
iss...n=0(1 -7H)(1 - 715)(1 = TTazs) + «© (1- Tinss...m-1) « (10)
This is an extremely convenient expression for arithmetical use ;
the arithmetic can again be subjected to an absolute check by
eliminating the subscripts in a different, say the inverse, order.
Apart from the algebraic proof, it is obvious that the values must
be identical ; for if we are estimating one variable from = others, it
is clearly indifferent in what order the latter are taken into account.
12. Any regression of order » may be expressed in terms of
regressions of order p — 1. For we have
2(21.84... m0 22.34... 0) = (1.34... (n—=1) 234... m)
=2a154... (n-1)(T2— b2n.34... (n-1) . Tn — terms in 24 to 2p)
=2(x1.34... (0-1) 22.34... (n—1)) = bon.3s... n-1)Z(X1.34... n=1)+ Tn34. .. m=1)).
Replacing b,, | m=) DY Ons (n—1) * 03s... 1/0 vo. (n=1)
we have
b12.31...n. 0534... n=b1a34... (n=1)+ 05.34 . .. (n—1) —O1n.34. .. n—1). bn284 .(n—1). C334. . . (n=1),
or, from (9),
b -b b
b = 1234 .... (n—-1) 1n34....(n-1)* Yn2.34 «ae (n=1) 1}
8 1 =Buss.... 000 Durst so toed) £1
The student should note that this is an expression of the form
b br J b1n - Ons
12.n 1 T ban L bs
237