A FORTRAN IV program is presented which computes the Brien, Venables, James, and Mayo (1984) procedure for testing the hypothesis that the observed correlation matrix significantly differs from the identity matrix.
Get full access to this article
View all access options for this article.
References
1.
Bartlett, M. S. (1950). Tests of significance in factor analysis. British Journal of Psychology, Statistics Section, 3, 77-85.
2.
Brien, C. J. , Venables, W. N., James, A. T., and Mayo, O. (1984). An analysis of correlation matrices: Equal correlations. Biometrika, 71, 545-554.
3.
Dunlap, W. P. and Duffy, J. A. (1975). FORTRAN IV functions for calculating exact probabilities associated with z, X2, t, and F values. Behavior Research Methods and Instrumentation, 7, 59-60.
4.
Dziuban, C. D. and Shirkey, E. C. (1974). When is a correlation matrix suitable for factor analysis? Some decision rules. Psychological Bulletin, 81, 358-361.
5.
Kullback, S. (1967). On testing correlation matrices. Applied Statistics, 16, 80-85.
6.
Maxwell, A. E. (1959). Statistical methods in factor analysis. Psychological Bulletin, 56, 228-235.
7.
Silver, N. C. and Dunlap, W. P. (1989). A Monte Carlo study of testing the significance of correlation matrices. Educational and Psychological Measurement, 49, 563-569.
8.
Steiger, J. H. (1980). Tests for comparing elements of a correlation matrix. Psychological Bulletin, 87, 245-251.
