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Shine, Lester C., II – Psychometrika, 1972
It is shown that McDonald's generalization of Classical Principal Components Analysis to groups of variables maximally channels the totalvariance of the original variables through the groups of variables acting as groups. An equation is obtained for determining the vectors of correlations of the L2 components with the original variables.…
Descriptors: Analysis of Variance, Componential Analysis, Correlation, Evaluation Methods