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Statistical Inference Concerning Several Redundancy Indices

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  • Lazraq, Aziz
  • Cléroux, Robert

Abstract

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.

Suggested Citation

  • Lazraq, Aziz & Cléroux, Robert, 2001. "Statistical Inference Concerning Several Redundancy Indices," Journal of Multivariate Analysis, Elsevier, vol. 79(1), pages 71-88, October.
    • Handle: RePEc:eee:jmvana:v:79:y:2001:i:1:p:71-88
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    References listed on IDEAS

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    1. Elliot Cramer & W. Nicewander, 1979. "Some symmetric, invariant measures of multivariate association," Psychometrika, Springer;The Psychometric Society, vol. 44(1), pages 43-54, March.
    2. Arnold Wollenberg, 1977. "Redundancy analysis an alternative for canonical correlation analysis," Psychometrika, Springer;The Psychometric Society, vol. 42(2), pages 207-219, June.
    3. Allan Donner & Bernard Rosner, 1980. "On Inferences Concerning a Common Correlation Coefficient," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(1), pages 69-76, March.
    4. J. Ramsay & Jos Berge & G. Styan, 1984. "Matrix correlation," Psychometrika, Springer;The Psychometric Society, vol. 49(3), pages 403-423, September.
    5. James Lingoes & Peter Schönemann, 1974. "Alternative measures of fit for the Schönemann-carroll matrix fitting algorithm," Psychometrika, Springer;The Psychometric Society, vol. 39(4), pages 423-427, December.
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    Cited by:

    1. Matthew Johnson, 2006. "Nonparametric Estimation of Item and Respondent Locations from Unfolding-type Items," Psychometrika, Springer;The Psychometric Society, vol. 71(2), pages 257-279, June.

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    Keywords

    redundancy inference exact power;

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