Comparison of factor spaces of two related populations (Q1117644)

A canonical decomposition of two factor spaces obtained from the same variables observed on two populations is considered to obtain statistics of use in the comparison of these spaces. In particular, statistics are derived to test for a common factor space. The asymptotic distributions of these statistics are obtained in a variety of cases using perturbation methods. The methods are applied to a numerical example and results of a simulation are given to indicate the accuracy of the asymptotic results.