Hi,
I have some questions concerning partial correlations. Maybe someone
can help me.
1. How does one calculate the partial (Pearson) correlation of third-
or higher order?
2. Did anyone use partial correlations of third- or higher order
practically for any kind of problem?
3. Is there a theoretical limitation of the order of the partial
(Pearson) correlation for given data? If so, how to estimate the
maximal order for given data?
4. Are there connections between partial (Pearson/Spearman/...)
correlations and information theory (e.g., mutual information)?
All these questions apply to Pearson, Spearman as well as other correlations.
I am grateful for any reference to the literature (articles, books,
conferences, ...) or hints to people using this technique.
Regards, Frank
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