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Q69Section III (Statistics)69 of 84

Three standard facts about the partial correlation r12.3r_{12.3}

If r12.3r_{12.3} is the correlation coefficient between the variables X1X_1 and X2X_2 after eliminating the linear effect of X3X_3, then which of the following are correct? (1) −1≤r12.3≤1-1\le r_{12.3}\le1; (2) r122+r132+r232−2r12r13r23≤1r_{12}^2+r_{13}^2+r_{23}^2-2r_{12}r_{13}r_{23}\le1; (3) r12.32=b12.3b21.3r_{12.3}^2=b_{12.3}b_{21.3}, where bb's are partial regression coefficients.

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