Graffelman, Jan - In: Journal of Applied Statistics 32 (2005) 2, pp. 173-188
of the canonical variates on the biplot of the between-set correlation matrix. Goodness of fit statistics for all … coefficients are in fact statistics that express the goodness of fit of the original data matrices in the biplot. The within …-set correlation matrix that is represented in standard coordinates always has a better goodness of fit than the within-set correlation …