Linear Predictivity: An Alternative for MANOVA and Multivariate Multiple Regression

The maximal linear predictable combination of a set of dependent variables is defined as that linear combination maximizing the multiple correlation coefficient with the predictor set. It allows the relative importance of a number of factors to be evaluated for the joint response, rather than for the response of each dependent variable in turn. The procedure is illustrated by an example. AMS subject classification: major 62J10, 62H20; minor 62H25.