TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES

摘要: In a recent note Bartlett (1954) has summarized various approximate x2 tests (see also other papers referred to therein). Our object in this paper is extend certain of these, listed as III a, b, c, which may be regarded involving the latent roots sample covariance and correlation matrices. We shall interested those cases where effects k largest have been removed hypothesis equality remaining made. Such hypotheses are made principal components factor analyses.