- Is the sample semi-partial correlation a biased estimate of the population semi-partial correlation?
- If it is biased, what is an unbiased estimator of the population semi-partial correlation?
- Are there are any references in the statistical literature that discuss this?
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kjetil b halvorsen
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Jeromy Anglim
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2I think it is biased, like any correlation. I'm not sure for the second point, but to hint: knowing that $r_{x(y.z)}=\sqrt{R_{x.yz}^2-r_{xz}^2}$ if you take for those R and r their unbiased (adjusted) versions, won't the result be also unbiased? – ttnphns May 12 '13 at 05:42