Weighting systems for linear functions of correlated variables when there is no dependent variable

@article{Wilks1938WeightingSF,
  title={Weighting systems for linear functions of correlated variables when there is no dependent variable},
  author={Samuel Stanley Wilks},
  journal={Psychometrika},
  year={1938},
  volume={3},
  pages={23-40}
}
  • S. S. Wilks
  • Published 1 March 1938
  • Mathematics
  • Psychometrika
When no criterion variable is available, the combination of tests or other variables by the use of multiple correlation is not possible. Three methods of combining variables are described mathematically, and discussed with reference to the linear combination of tests. Iterative computational schemes are outlined and illustrated. 
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