Parts and Wholes: A Note on Interpretation of Partial Covariance Matrices and Latent Variable Models


Journal article


K. Markon, M. Forbes, Robert Krueger, A. Wright
Preprint on PsyArXiv, 2022


DOI Semantic Scholar Preprint on PsyArXiv
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Cite

APA   Click to copy
Markon, K., Forbes, M., Krueger, R., & Wright, A. (2022). Parts and Wholes: A Note on Interpretation of Partial Covariance Matrices and Latent Variable Models. Preprint on PsyArXiv. https://doi.org/10.31234/osf.io/u2zdv


Chicago/Turabian   Click to copy
Markon, K., M. Forbes, Robert Krueger, and A. Wright. “Parts and Wholes: A Note on Interpretation of Partial Covariance Matrices and Latent Variable Models.” Preprint on PsyArXiv (2022).


MLA   Click to copy
Markon, K., et al. “Parts and Wholes: A Note on Interpretation of Partial Covariance Matrices and Latent Variable Models.” Preprint on PsyArXiv, 2022, doi:10.31234/osf.io/u2zdv.


BibTeX   Click to copy

@article{k2022a,
  title = {Parts and Wholes: A Note on Interpretation of Partial Covariance Matrices and Latent Variable Models},
  year = {2022},
  journal = {Preprint on PsyArXiv},
  doi = {10.31234/osf.io/u2zdv},
  author = {Markon, K. and Forbes, M. and Krueger, Robert and Wright, A.}
}

Abstract

In a discussion of partial covariance matrices, Gaussian graphical models (GGMs), and unidimensional latent variable models (ULVMs), Waldrop and Marsman (2021) make a claim that “for the ULVM, observed partial correlations would all be positive... [proving] that the GGM applied to data coming from a ULVM will be fully-connected and not empty.” In a note, we show that although this is technically true, it is misleading, as with a ULVM parts of the partial covariance matrix corresponding to less informative indicators will in fact become approximately empty as other indicator variables become increasingly informative about the latent variable. We note that in this way, even though in their entirety covariance and concentration matrices are statistically equivalent, interpretations of their elements are not. We discuss interpretation of partial covariance matrices under random and incomplete samplings of observed variables, which is the norm in the behavioral sciences.


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