R help - Apr 2005 - can test the if relationship is significant in cancor?

i have try hard to find the answer by google,but i can not find any solution.
so i wan to ask:
1,can we test the if canonical relationship is significant after using cancor?
2,if it can,how? 
3,if not,is it under-developed or there is not need to do it?or there is no good
way to do it?

i hope my question is not too silly.

ronggui wrote:
>i have try hard to find the answer by google,but i can not find any
solution.
>so i wan to ask:
>1,can we test the if canonical relationship is significant after using
cancor?
>  
>
One reference is T. W. Anderson: "An Introduction to Multivariate
    Statistical Analysis", second edition, pages 497-498.
>2,if it can,how? 
>  
>
Following the reference above:

cancor.test <- function(obj, N){
   # obj is object returned from cancor
   # N is sample size, which is not contained in the cancor object!
   p1 <- NROW(obj$xcoef)
   p2 <- NROW(obj$ycoef)
   p <- p1 + p2
   r <- length(obj$cor)
   # Calculating Bartlett modification of minus twice log likelihood:
   bartlett <-   -(N-0.5*(p+3))*sum( log( 1-obj$cor^2))
   # which is approximately chi-squared with p1p2 degrees of freedom:
   list(bartlett=bartlett, p.value=pchisq(bartlett, df=p1*p2, 
lower.tail=FALSE))
}


This tests if ALLl the canonical correlations are zero.  Anybody knows 
how good this approximation is,
and how dependent on multivariate normality?

Kjetil


>3,if not,is it under-developed or there is not need to do it?or there is no
good way to do it?
>
>i hope my question is not too silly.
>
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-- 

Kjetil Halvorsen.

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               --  Mahdi Elmandjra