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Range Restrictions for Product-Moment Correlation Matrices

Published online by Cambridge University Press:  01 January 2025

Ingram Olkin
Ingram Olkin*
Affiliation:
Stanford University
*
Reprint requests should be addressed to Ingrain Olkin, Sequoia Hall, Department of Statistics, Stanford University, Stanford, California 94305.
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Abstract

It is well-known that for a trivariate distribution if two correlations are fixed the remaining one is constrained. Indeed, if one correlation is fixed, then the remaining two are constrained. Both results are extended to the case of a multivariate distribution. The results are applied to some special patterned matrices.

Keywords

constrained correlationsmultiple correlationpartial correlationpatterned correlation matrices
Type
Notes And Comments
Information
Psychometrika , Volume 46 , Issue 4 , December 1981 , pp. 469 - 472
Copyright
Copyright © 1981 The Psychometric Society

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