Bartlett's Chi-square for Canonical Correlation
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Tests for independence between two sets of Number - Multi questions, containing [math]\displaystyle{ p }[/math] and [math]\displaystyle{ q }[/math] variables respectively. The test statistic is:
[math]\displaystyle{ V = -((n - 1.5) - (p + q) / 2.0)\sum^m_{i=1} \log(1 - r^2_i) }[/math]
where
- [math]\displaystyle{ n }[/math] is the Effective Sample Size,
- [math]\displaystyle{ p \approx \Pr(\chi^2_{pq} \ge \Lambda) }[/math].