Which of the following objects must be the same sign as the covariance of variables X and Y?
A) Unconditional correlation of X and Y.
B) Partial correlation of X and Y holding Z constant.
C) Semi-partial correlation of X and Y holding Z constant.
D) Semi-partial correlation of Y and X holding Z constant.

Question

Quizplus · Accepted Answer

The unconditional correlation of X and Y must have the same sign as the covariance of X and Y because both measures capture the direction of the linear relationship between the two variables without controlling for any other variables. The other options involve partial or semi-partial correlations, which control for one or more variables and therefore may not have the same sign as the covariance.

Which of the Following Objects Must Be the Same Sign