A Note on the Canonical Correlations From Contingency Tables

Summary Explicit formulae are obtained for the asymptotic variances and covariances of canonical correlations which correspond to non-zero theoretical correlations in (p+ 1) x (q+1) contingency tables, with p≤q. The moments of the roots of a central Wishart matrix distributed as Wp(q; I) are also given in general, with means, variances and covariances tabulated for p= 2, 3, 4: these may apply to canonical correlations corresponding to zeros.