Towards Conditional Path Analysis
Statistics Theory
2021-11-01 v1 Methodology
Statistics Theory
Abstract
We extend path analysis by giving sufficient conditions for computing the partial covariance of two random variables from their covariance. This is specifically done by correcting the covariance with the product of some partial variance ratios. As a result, the partial covariance retains the covariance's salient feature of factorizing over the edges in the paths between the two variables of interest.
Cite
@article{arxiv.2012.11281,
title = {Towards Conditional Path Analysis},
author = {Jose M. Peña},
journal= {arXiv preprint arXiv:2012.11281},
year = {2021}
}
Comments
arXiv admin note: substantial text overlap with arXiv:2002.05226