A Note on Multiple and Canonical Correlation for a Singular Covariance Matrix
- 1 December 1976
- journal article
- Published by Cambridge University Press (CUP) in Psychometrika
- Vol. 41 (4) , 465-470
- https://doi.org/10.1007/bf02296970
Abstract
A weaker generalized inverse (Rao's g-inverse; Graybill's c-inverse) can be used in place of the Moore-Penrose generalized inverse to obtain multiple and canonical correlations from singular covariance matrices.Keywords
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