For the general canonical correlation model, show that 2 k = i j (
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For the general canonical correlation model, show that ∑λ2k = ∑i ∑j (πij – πi+ π+j)2/πi+ π+j. Thus, the squared correlations partition a dependence measure that is the noncentrality (6.8) of X2 for the independence model with n = 1.
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