Pearson’s Chi-square for Canonical Correlation Analysis

Tests for independence between two sets of Categorical questions, containing $p$ and $q$ variables or categories respectively. The tests statistic is:

$V=\sum _{i=1}^{m}n{r}_i^2$

where

$n$ is the Effective Sample Size,

$p\approx \mathrm{Pr}({\chi }_{pq}^2\ge \mathrm{\Lambda })$.

Note that when preparing the data Q will modify $p$ and $q$ as required (explanations are provided in the test outputs).

See also

Multivariate Tests