Bimultivariate Redundancy: A Comprehensive Measure of Interbattery Relationship

A generalized algorithm for estimating the proportion of total variance that one multivariate measurement battery explains in another is described. The generality of the algorithm is exemplified empirically by comparing and contrasting solutions based on alternative methods of orthogonalizing the same basic data. The results observed on the computed examples underscore 3 important characteristics of measures of interbattery association.