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st: correlation between two correlation matrices


From   chichi@pob.huji.ac.il
To   statalist@hsphsun2.harvard.edu
Subject   st: correlation between two correlation matrices
Date   Wed, 09 May 2007 18:43:52 +0300

I have two correlation matrices. How could I find the correlation between them? In other words, how is one explained by the other?

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