Statistical Inference Concerning Several Redundancy Indices
In this paper we consider a measure of multivariate association between two vectors which generalizes the multiple correlation coefficient and obtain its exact distribution when the parent population is multivariate normal. A test is proposed for the hypothesis that several such measures are zero. This test is an exact test and an explicit expression for its power is obtained. Moreover numerical results are obtained concerning the power of this test in some particular cases.
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Volume (Year): 79 (2001)
Issue (Month): 1 (October)
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- Arnold Wollenberg, 1977. "Redundancy analysis an alternative for canonical correlation analysis," Psychometrika, Springer, vol. 42(2), pages 207-219, June.
- James Lingoes & Peter Schönemann, 1974. "Alternative measures of fit for the Schönemann-carroll matrix fitting algorithm," Psychometrika, Springer, vol. 39(4), pages 423-427, December.
- J. Ramsay & Jos Berge & G. Styan, 1984. "Matrix correlation," Psychometrika, Springer, vol. 49(3), pages 403-423, September.
- Elliot Cramer & W. Nicewander, 1979. "Some symmetric, invariant measures of multivariate association," Psychometrika, Springer, vol. 44(1), pages 43-54, March.
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