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Example correlation matrices based on marginal association (a, c) and regularized partial correlation (b, d). The top row depicts the two-factor orthogonal Pearson (a) and EBICGLASSO partial (b) correlations for a representative covariance matrix. The bottom row depicts the correlated factors model (r = 0.4) for Pearson (c) and EBICGLASSO partial (d) correlations. Indicators y1–10 load onto one factor, whereas indicators y11-y20 load onto another.
