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Partial Regression Coefficient

When there is a condounder ZZ for XX and YY, by plotting all three variables together, with each value of (X,Y,Z)(X, Y, Z) describing one point in space. In this case, the data will form a cloud of points in XYZ-space. The analogue of a regression line is a regression plane, which has an equation that looks like Y=aX+bZ+cY = aX + bZ + c. We can easily compute a,b,ca, b, c from the data.

The coefficient aa gives us the regression coefficient of YY on XX already adjusted for ZZ. (It is called a partial regression coefficient and written rYX.Zr_{YX.Z}.)

If ZZ is the only confounder, then a is the average causal effect of XX on YY.

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Updated 2020-06-22

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Data Science