Codimensionality Without High Correlation
Bibliographic Data
| ID | 19291799 |
|---|---|
| Authors | Merton S Krause (0000-0001-5775-4530), Aldona Vaitkus |
| Year | 1970 |
| Volume | 5 |
| Issue | 1 |
| Pages | 125-131 |
| Publication date | 1970-01-01 |
| Open Access | No |
| Type | ARTICLE |
| Venue | Multivariate Behavioral Research (JOURNAL) |
| Journal identifiers | ISSN: 0027-3171 • E-ISSN: 1532-7906 |
| Publisher | Informa UK Limited (PUBLISHER • GB) |
| DOI | 10.1207/s15327906mbr0501_9 |
| PMID | 26825192 |
| OpenAlex | W2074283841 |
| Language | EN |
| References cited | 3 |
The product moment correlation of discrete variables is depressed by differences in the variables' distributions which are consistent with their variables are actually codimensional and so to bias convergent validation studies toward rejectring a true hypothesis of (sufficient) convergence. 3 being codimensional. This makes it prone to indicate multidimensionality when variables are actually codimensional and so to bias convergent validation studies toward rejectring a true hypothesis of (sufficient) convergence
Convergence (economics) · Econometrics · Economics · Moment (physics) · Statistics · Variables · Advanced Statistical Modeling Techniques · Applied Mathematics · Mathematics · Neural Networks and Applications · Statistical Methods and Inference
| Highly cited | No |
|---|