The Asymptotic Distribution of Commonality Components
- 1 September 1981
- journal article
- Published by Cambridge University Press (CUP) in Psychometrika
- Vol. 46 (3) , 331-336
- https://doi.org/10.1007/bf02293739
Abstract
Commonality components have been defined as a method of partitioning squared multiple correlations. In this paper, the asymptotic joint distribution of all 2k − 1 squared multiple correlations is derived. The asymptotic joint distribution of linear combinations of squared multiple correlations is obtained as a corollary. In particular, the asymptotic joint distribution of commonality components are derived as a special case. Simultaneous and nonsimultaneous asymptotic confidence intervals for commonality components can be obtained from this distribution.Keywords
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