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Psychometrika

, Volume 46, Issue 4, pp 469–472 | Cite as

Range restrictions for product-moment correlation matrices

  • Ingram Olkin
Notes And Comments

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.

Key words

constrained correlations multiple correlation partial correlation patterned correlation matrices 

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References

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Copyright information

© The Psychometric Society 1981

Authors and Affiliations

  • Ingram Olkin
    • 1
  1. 1.Sequoia Hall, Department of StatisticsStanford UniversityStanford

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