18. If all the correlation coefficients of zero order in a p-variate were equal to p, show that multiple correlation coefficients R of one variate with the rest is given by

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 31E
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18. If all the correlation coefficients of zero order in a p-variate
were equal to p, show that multiple correlation coefficients R of one variate
with the rest is given by
Transcribed Image Text:18. If all the correlation coefficients of zero order in a p-variate were equal to p, show that multiple correlation coefficients R of one variate with the rest is given by
1 − R² = (1 − p) { 1 + (p − 1) p}
1+(p-2) p
Transcribed Image Text:1 − R² = (1 − p) { 1 + (p − 1) p} 1+(p-2) p
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