Abstract:

Coutsourides (1980) derives an ad hoc nuisance parameter removal test for testing the equality of two multiple correlation coefficients of two independent p variate normal populations, under the assumption that a sample of size n is available from each population. He also extends his ad hoc nuisance parameter removal test to the testing of the equality of two multiple correlation matrices. This paper presents likelihood ratio tests
for testing the equality of k multiple correlation coefficients, and also k partial correlation coefficients.

Key words: Normal populations, multiple correlation coefficients, equality testing, like-lihood ratio test, moments