Relations amongm sets of measures
- 1 June 1961
- journal article
- Published by Cambridge University Press (CUP) in Psychometrika
- Vol. 26 (2) , 129-149
- https://doi.org/10.1007/bf02289710
Abstract
The problem of determining linear functions for two sets of variables so as to maximize the correlation between the two functions has been solved by Hotelling. This article presents a more efficient computational solution for the case of two sets of variables and a generalized solution for any number of sets. Applications are discussed and a numerical example is included to demonstrate the solution for more than two sets.Keywords
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