Hi, can anyone tell me how to see if say X1 and X2 are correlated where
X1 = X2 = results from a regression model.
Thanks
Since you are interested only in the relation between and , you will need the partial correlation.
This alone is very labor intensive.
The correlation between and , keeping constant:
The subscripts after the dot indicate the variables held constant in each case.
There is a tremendous amount of work you must do for an equation of 9 independent variables.
Take for example. You must first reduce it into
,
then ,
then ,
then ,
then ,
then
and finally .
Where
where and .
Repeat the process for and