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=((n1.5)(p+q)/2.0)i=1mlog(1ri2)

where

n is the Effective Sample Size,
pPr(χpq2Λ).

See also

Multivariate Tests