Hostname: page-component-745bb68f8f-mzp66 Total loading time: 0 Render date: 2025-01-08T10:02:08.645Z Has data issue: false hasContentIssue false
  • English
  • Français

Some Comments in Connection with Rozeboom's Linear Correlation Theory

Published online by Cambridge University Press:  01 January 2025

Stig Fhanér
Stig Fhanér*
Affiliation:
University of Uppsala, Sweden
Get access Rights & Permissions [Opens in a new window]

Abstract

It is shown that certain correlation measures suggested by information theory are simple functions of the determinants of the correlation matrices involved, if multivariate normality is assumed. This illuminates and in a sense strengthens Rozeboom's point in [3], that information theoretical statistics have “classical” correlational counterparts.

Type
Original Paper
Information
Psychometrika , Volume 31 , Issue 2 , June 1966 , pp. 267 - 269
Copyright
Copyright © 1966 Psychometric Society

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Cramér, H. Mathematical methods of statistics. Princeton, 1946.Google Scholar
Ross, J. Informational coverge and correlational analysis. Psychometrika, 1962, 27, 297–305.CrossRefGoogle Scholar
Rozeboom, W. Linear correlations between sets of variables. Psychometrika, 1965, 30, 57–71.CrossRefGoogle ScholarPubMed
Shannon, C. The mathematical theory of communication. Bell System Tech. J., 1948, 27, 379–423.CrossRefGoogle Scholar
Watanabe, S. Information theoretical analysis of multivariate correlation. IBM J. Res. Dev., 1960, 4, 66–82.CrossRefGoogle Scholar