XIL.—PARTIAL CORRELATION. cy
differing from zero in a limited sample. Hence, RB will not
tend, on an average of such samples, to be zero, but will
fluctuate round some mean value. This mean value will
be the greater the smaller the number of observations in the
sample, and also the greater the number of variables. When
only a small number of observations are available it is,
accordingly, little use to deal with a large number of variables.
As a limiting case, it is evident that if we deal with » variables
and possess only = observations, all the partial correlations
of the highest possible order will be unity.
17. Tt is obvious that as equations (11) and (12) enable us to
express regressions and correlations of higher orders in terms of
those of lower orders, we must similarly be able to express the
coefficients of lower in terms of those of higher orders. Such
expressions are sometimes useful for theoretical work. Using the
same method of expansion as in previous cases, we have
0=2(z12.... 00205. Er
= (x Sr a (n=1)) ~bowm. on (a, Task... (n=)
— Le vee (n=1) (x, “oa an, (n-1))
That is,
b1a.54 “ren (n-1)= D134 sss am + bip.os eae (n=1)" Ono.34 ena (n=1)
In this equation the coefficient on the left and the last on the
right are of order n — 3, the other two of order n — 2. We therefore
wish to eliminate the last coefficient on the right. Interchanging
the suffixes 1 for # ana n for 1, we have
00.34 ‘inn == bors eve (B=1)"- + bp1.23 wwe wl) bio ven (B=1)p
Substituting this value for 8,44 . (n-1 10 the first equation we
have
b +b .b
b em 12.94... . n' ¥Yn2B....(n-1 n213.... acl). 16
RST Y=b00. wnt (n=1) ( )
This is the required equation for the regressions ; it is the equation
biome bran + bins - bua
12 1- bins . bora
with secondary suffixes 34 ....(n- 1) added throughout. The
corresponding equation for the correlations is obtained at once
by writing down equation A6) ford, m-1 and taking the
square root of the product (cf. § 13) ; this gives
Tiesto nt Tinos i nel) TonaE s ao fee)
Tis. ...0-0= Gh Bele
324 bey ~Fonns. os w-0' (1 = T5013. . .. n-1)* £3
24¢