Derive correlation from correlation with a shared variable

frankQ

New member
Joined
Jan 7, 2021
Messages
1
Hi,

I have the following problem:
StDev(X), StDev(Y), Correlation(X, Z), Correlation(Y, Z)
I am trying to figure out if I am somehow able to derive Correlation(X, Y) from the above data, i.e., rely on each variable's (X and Y) correlation with a common third (Z) to derive the correlation of X and Y.

I can't think of a way but would welcome any suggestions.

Thanks
 
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