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Educational and Psychological Measurement
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Tests of Multivariate Independence: A Critical Analysis of "A Monte Carlo Study of Testing the Significance of Correlation Matrices" by Silver and Dunlap

Rachel T. Fouladi

University of British Columbia

James H. Steiger

University of British Columbia

Silver and Dunlap (1989) reviewed several tests for the hypothesis of multivariate independence, and, on the basis of Monte Carlo results, recommended a procedure by Brien, Venables, and Mayo (1984) as providing best overall performance. More recently (Silver and Dunlap, 1990), they have distributed computer software implementing this recommendation. In this paper, the writers demonstrate that Brien et al.'s test is not a proper test for multivariate independence, and propose a revised appraisal of the Silver and Dunlap (1989) results.

Educational and Psychological Measurement, Vol. 53, No. 4, 927-932 (1993)
DOI: 10.1177/0013164493053004005
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