Partial and ecological correlation: a common three-term covariance decomposition

نویسنده

  • Renato Guseo
چکیده

La covarianza tra le variabili X e Y in presenza di una variabile concomitante Z, viene scomposta in tre termini: la covarianza residua, la covariance lack of fit e, infine, la covariance fit. La covarianza parziale è definita dalla somma dei primi due termini mentre la covarianza ecologica è costituita dalla somma degli ultimi due. Tale scomposizione consente una chiara analisi comparata della ecological fallacy in relazione alle procedure non parametriche di selezione step–wise rette dalla correlazione parziale. Un ulteriore esempio attiene allo studio di un modello nidificato a due livelli. La separazione tra il caso descrittivo ed il caso stocastico è inessenziale.

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عنوان ژورنال:
  • Statistical Methods and Applications

دوره 19  شماره 

صفحات  -

تاریخ انتشار 2010