Hi - I have been reading in Gibbons and Chakraborti (Nonparametric
Statistical Inference) about a Kendall's Tau analog to partial
correlation, where one would like to quantify the association between y
and x after correcting for z. Specifically, the authors define tau_xy.z
in terms of the three pairwise associations tau_xy, tau_yz, and tau_xz,
and then give an expression that loooks exaclty like Pearson partial
correlation:
tau_xy.z = (tau_xy - tau_xz*tau_yz)/sqrt((1-tau_xz^2)*(1-tau_yz^2))
My questions on this are
1. Can the jackknife method for standard errors be extended to tau_xy.z
or its Somers D analog?
3. Are there extensions to defining tau_xy.z within or betwen strata and
for obtaining standard errors with clusters as Roger Newson has done?
4. Most importantly - Roger - do you have any plans for updating your
Somers D program to include partial association?
Thanks,
Al Feiveson
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