Abstract
Commonality components have been defined as a method of partitioning squared multiple correlations. In this paper, the asymptotic joint distribution of all 2k - 1 squared multiple correlations is derived. The asymptotic joint distribution of linear combinations of squared multiple correlations is obtained as a corollary. In particular, the asymptotic joint distribution of commonality components are derived as a special case. Simultaneous and nonsimultaneous asymptotic confidence intervals for commonality components can be obtained from this distribution.
Original language | English (US) |
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Pages (from-to) | 331-336 |
Number of pages | 6 |
Journal | Psychometrika |
Volume | 46 |
Issue number | 3 |
DOIs | |
State | Published - Sep 1981 |
Keywords
- commonality analysis
- multiple regression
ASJC Scopus subject areas
- General Psychology
- Applied Mathematics