  The Gaussian graphical model (GGM) has become a popular tool for analyzing
networks of psychological variables. In a recent paper in this journal, Forbes,
Wright, Markon, and Krueger (FWMK) voiced the concern that GGMs that are
estimated from partial correlations wrongfully remove the variance that is
shared by its constituents. If true, this concern has grave consequences for
the application of GGMs. Indeed, if partial correlations only capture the
unique covariances, then the data that come from a unidimensional latent
variable model ULVM should be associated with an empty network (no edges), as
there are no unique covariances in a ULVM. We know that this cannot be true,
which suggests that FWMK are missing something with their claim. We introduce a
connection between the ULVM and the GGM and use that connection to prove that
we find a fully-connected and not an empty network associated with a ULVM. We
then use the relation between GGMs and linear regression to show that the
partial correlation indeed does not remove the common variance.
