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Obtaining squared multiple correlations from a correlation matrix which may be singular

Author

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  • Ledyard Tucker
  • Lee Cooper
  • William Meredith

Abstract

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Suggested Citation

  • Ledyard Tucker & Lee Cooper & William Meredith, 1972. "Obtaining squared multiple correlations from a correlation matrix which may be singular," Psychometrika, Springer;The Psychometric Society, vol. 37(2), pages 143-148, June.
    • Handle: RePEc:spr:psycho:v:37:y:1972:i:2:p:143-148
    DOI: 10.1007/BF02306772
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    Cited by:

    1. Pedro Brinca & Nikolay Iskrev & Francesca Loria, 2022. "On Identification Issues in Business Cycle Accounting Models," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 55-138, Emerald Group Publishing Limited.
    2. Nikolay Iskrev, 2010. "Evaluating the strength of identification in DSGE models. An a priori approach," 2010 Meeting Papers 1117, Society for Economic Dynamics.
    3. C. Finkbeiner & L. Tucker, 1982. "Approximate uniqueness estimates for singular correlation matrices," Psychometrika, Springer;The Psychometric Society, vol. 47(4), pages 517-521, December.
    4. Henry Kaiser, 1976. "Image and anti-image covariance matrices from a correlation matrix that may be singular," Psychometrika, Springer;The Psychometric Society, vol. 41(3), pages 295-300, September.

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