Stat test to test for dependents of continous variables.

[Alta]

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.

 

[mXSCNT]

Well, you can't in general know by sampling whether 2 variables are actually independent. All you can do is rule out certain _kinds_ of statistical dependence, e.g. linear, quadratic, sigmoid, etc., which you do by an F test of significance for each of those models. (though be careful because the more models you run the more likely one of them will be accepted by sheer chance--you have to reduce alpha accordingly as you increase the number of models tried).