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Informational Coverage and Correlational Analysis

Published online by Cambridge University Press:  01 January 2025

John Ross
John Ross*
Affiliation:
University of Western Australia
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Abstract

The question “How much does a set of variables tell us?” is formulated in terms of information measures, and a set of formulas is established which allows appropriate information measures to be derived from correlations. Particular attention is given to the question in the context of factor analysis and to formulas involving the latent roots of correlation matrices.

Information

Type
Original Paper
Information
Psychometrika , Volume 27 , Issue 3 , September 1962 , pp. 297 - 306
Copyright
Copyright © 1962 The Psychometric Society

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