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I have N sets of data with M variables. The variables are continous. I want to know if variable a is independent of the M-1 other variables. What stat test do I use? The chi-square test is sort of what I want but it is for non-continous, catagorized variables.

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rmv Online Content
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Assuming N > M and some observable property possibly related to the M variables, principal component analysis is one method which can be used.


Rick Venable
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My knowledge of PCA is rather poor but doesn't it assume linearity of some sort?

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Am I right in thinking that if we have three variables, A, B, and C, that A can be independent of B and A can be independent of C individually but A can still be dependent on B and C together? (hope that makes sense.)

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Heres a better why of saying it. If we know P(A|B)=P(A) and P(A|C)=P(A), can we say anything about P(A|B,C)?

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rmv Online Content
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Strictly speaking, I believe so, but it can give useful results regardless, and there are some non-linear PCA methods.

Perhaps cross correlation of the variable might be useful.


Rick Venable
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P(A|B,C)=P(A)


Lennart Nilsson
Karolinska Institutet
Stockholm, Sweden

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