  A new procedure is presented, which allows, based on Kendall's $\tau$, to
test for partial correlation in the presence of censored data. Further, a
significance level can be assigned to the partial correlation -- a problem
which hasn't been addressed in the past, even for uncensored data. The results
of various tests with simulated data are reported. Finally, we apply this newly
developed methodology to estimate the influence of selection effects on the
correlation between the soft X--ray luminosity and both total and core radio
luminosity in a complete sample of Active Galactic Nuclei.
