On a multiple correlation ratio

D. G. Kabe and A. K. Gupta

Statistics & Probability Letters, 1990, vol. 9, issue 5, 449-451

Abstract: A squared multiple correlation ratio of a random vector y on another random vector x is defined by [eta]2(y,x)=V(E(yx))/V(y). The advantages of the present multiple correlation ratio over the one defined by Sampson (1984) are pointed out.

Keywords: Correlation; analysis; multivariate; correlations; optimal; properties (search for similar items in EconPapers)
Date: 1990
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