XIL—PARTIAL CORRELATION.
which is the value found by the previous indirect method of
Chapter IX. From the fact that &,, is determined so as to
make the value of 3(a, — b,,7,)? the least possible, the method
of determination is sometimes called the method of least squares.
Evidently all the remaining results of Chapter IX. follow from
this, and notably we have for 01.9 the minimum value of s,,,
the standard-deviation of errors of estimate
of =0(1 -mp?) : . (a)
4. Now apply the same method to the regression-equation
for m variables. Writing the equation in terms of deviations,
it follows from reasoning precisely similar to that given above
that no constant term need be entered on the right-hand
side. For the partial regression-coefficients (the coefficients of
the z’s on the right) a special notation will be used in order
that the exact position of each coefficient may be rendered quite
definite. The first subscript affixed to the letter 4 (which will
always be used to denote a regression) will be the subscript of
the z on the left (the dependent variable), and the second will
be the subscript of the « to which it is attached ; these may
be called the primary subscripts. After the primary subscripts,
and separated from them by a point, are placed the subscripts
of all the remaining variables on the right-hand side as secondary
subscripts. The regression-equation will therefore be written
in the form
Ty =bos, n-Tg+byun,, n.23+ sre Oinos... m1" Zn i {)
The order in which the secondary subscripts are written is,
it should be noted, quite indifferent, but the order of the
primary subscripts is material; eg. b,, _ , and boys.
denote quite distinct coefficients, x, being the dependent variable
in the first case and ro in the second. A coefficient with »
secondary subscripts may be termed a regression of the pth order.
The regressions b,,, by1s byg bg, ete., in the case of two variables
may be regarded as of order zero, and may be termed total as
distinct from partial regressions.
5. In the case of two variables, the correlation-coefficient Tyg
may be regarded as defined by the equation
719 = (b19.07)%
We shall generalise this equation in the form
Tam... .0=0un... inban,.. in : +)
This is at present a pure definition of a new symbol, and it
remains to be shown that ry, may really be regarded as,
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