title: Standard Errors for Matrix Correlations.
abstract: Matrix correlation is the index for the relationship between two sets of variables. Among the matrix correlations which have been proposed, the asymptotic standard errors of the following are derived: redundancy coefficient, Robert and Escoulfier's coefficient, Yanai's coefficient, Rozeboom's coefficient, and Coxhead's coefficient. With the assumption tha the variables are normall distributed, the standard errors of the coefficients are obtained using the δ-method. Further, the standard errors of the congruence coefficients for two factor-loading matrices are obtained. The accuracies of their results are confirmed by simulation.
authors.forename: H
authors.initials: H
authors.lastname: Ogasawara