Comparison of correlation coeffìcients when conditional independence constraints between variables are present

Alberto Roverato
Partial correlations are the natural interaction terms to be associated with the edges of the independence graph of a multivariate normal distribution. Two edges of the graph can thus be compared by comparing the corresponding partial correlations. The comparison of "dependent" correlations is a well known problem in statistics but, when the variables satisfy some conditional independence relations, the maximum likelihood estimates of partial correlations are different from the sample partial correlations, so that classical...