Linear Correlations between Sets of Variables
- 1 March 1965
- journal article
- Published by Cambridge University Press (CUP) in Psychometrika
- Vol. 30 (1) , 57-71
- https://doi.org/10.1007/bf02289747
Abstract
While the traditional multiple correlation coefficient appears to be inherently an asymmetrical statistic, it is actually a special case of a more general measure of linear relationship between two sets of variables. Another symmetric generalization of linear correlation is to the total relatedness within a set of variables. Both of these developments rest upon the generalized variance of a multivariate distribution, which is seen to be the fundamental concept of linear correlational theory.Keywords
This publication has 2 references indexed in Scilit:
- The theory of abstract partials: An introductionPsychometrika, 1968
- Information Theoretical Analysis of Multivariate CorrelationIBM Journal of Research and Development, 1960