out THEORY OF STATISTICS.
and possesses all the properties of, a correlation-coefficient ; the
name may, however, be applied to it, pending the proof. A
correlation-coefficient with » secondary subscripts will be termed
a correlation of order p. Evidently, in the case of a correlation-
coefficient, the order in which both primary and secondary
subscripts is written is indifferent, for the right-hand side of
equation (2) is unaltered by writing 2 for 1 and 1 for 2. The
correlations 7, 74, etc., may be regarded as of order zero, and
spoken of as total, as distinct from partial, correlations.
6. If the regressions Bus... m bugs...» 6b. be assigned the
“best ” values, as determined by the method of least squares, the
difference between the actual value of x; and the value assigned
by the right-hand side of the regression-equation (1), that is, the
error of estimate, will be denoted by x5; ,.. . .; ¢.c as a defini-
tion we have
L193...n=% 7 Dinse) np 7 bis2s...n%s adler Diniz loin)" . (3)
where x, x, . . . . x, are assigned any one set of observed values.
Such an error (or residual, as it is sometimes called) denoted by a
symbol with p secondary suffixes, will be termed a deviation of the
pth order. Finally, we will define a generalised standard-deviation
O13 . . . . » DY the equation
N.ol, Sl aE Ns ih ) , - . (4)
N being, as usual, the number of observations. A standard-
deviation denoted by a symbol with p secondary suffixes will be
termed a standard-deviation of the pth order, the standard-
deviations oy a, etc., being regarded as of order zero, the standard-
deviations ay, 04; €tc., (cf. eqn. (d) of § 3) of the first order, and
0 on.
7. From the reasoning of § 3 it follows that the “least-square”
values of the partial regressions b;,3 . . . . a etc, will be given by
equations of the form
Sy —bm....a Xt... . + bins... ns Ta)
= (mr, EE SE ETE IT
§ being very small. That is, neglecting the term in &?
Sao(2, x bios ..n-Tgt a bins . . .. m1 Tn) =0,
or, more briefly, in terms of the notation of equation (3),
(xy. 2195. ...2n)=0. : (5)
There are a large number of these equations, (n — 1) for determin-
ing the coefficients by, . . .. a» etc., (n— 1) again for determining
FON