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On the correlation between f-ratios
Authors:Robert E Johnson
Institution:Virginia Commonwealth University , Richmond, VA, 23284-0001
Abstract:The coefficient of correlation between noncentral F-ratios sharing a common denominator is given. The correlation between doubly dependent F-ratios is shown to be the correlation between singly dependent F-ratios times a function of the correlation between the F-ratios' numerators. The correlation is positive if at least one of the noncentrality parameters is zero, but may be zero or negative if both noncentrality parameters are positive. These relationships are viewed geometrically. Examples are taken from the NOVA in the unequal-cell-sizes case.
Keywords:singly dependent  doubly dependent  canonical correlation
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