A note on Roy's largest root |
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| Authors: | Warren F. Kuhfeld |
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| Affiliation: | (1) The L. L. Thurstone Psychometric Laboratory, The University of North Carolina, Davie Hall 013-A, 27514 Chapel Hill, NC |
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| Abstract: | The name  Roy's largest root and similar names are used in practice to label two different but functionally related statistics—one proportional to anF, and the other, a squared canonical correlation. This note presents the logic that leads to the two formulations, states which statistic some popular statistical packages use, and shows the possible source of this inconsistency in the original work of Roy (1953) and Heck (1960). |
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| Keywords: | Roy's largest root MANOVA canonical correlation multivariate test statistics |
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