Bartlett's Chi-square for Canonical Correlation

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Tests for independence between two sets of Number - Multi questions, containing p and q variables respectively. The test statistic is:

V=−((n−1.5)−(p+q)/2.0)∑i=1mlog⁡(1−ri2)

where

n is the Effective Sample Size,
p≈Pr⁡(χpq2≥Λ).

See also

Multivariate Tests