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Relations amongm sets of measures

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Abstract

The problem of determining linear functions for two sets of variables so as to maximize the correlation between the two functions has been solved by Hotelling. This article presents a more efficient computational solution for the case of two sets of variables and a generalized solution for any number of sets. Applications are discussed and a numerical example is included to demonstrate the solution for more than two sets.

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Authors and Affiliations

  1. University of Washington, USA

    Paul Horst

Authors
  1. Paul Horst
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Additional information

This study was supported in part by Office of Naval Research Contract Nonr-477(08) and Public Health Research Grant M-743(C4), Paul Horst, Principal Investigator. The author is also indebted to Dennis Hamilton and Glenn Roudabush for programming the procedure for the IBM 650, to Charlotte MacEwan for preliminary desk calculations and for assuming editorial responsibility in preparing the manuscript for publication, and to Helen Haukeness and Dolores Payton for typing the manuscript.

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Horst, P. Relations amongm sets of measures. Psychometrika 26, 129–149 (1961). https://doi.org/10.1007/BF02289710

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  • DOI: https://doi.org/10.1007/BF02289710

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