The Chayes-Kruskal procedure for testing correlations between proportions uses a linear approximation to the actual closure transformation to provide a null value, pij, against which an observed closed correlation coefficient, rij, can be tested. It has been suggested that a significant difference between pij and rij would indicate a nonzero covariance relationship between the ith and jth open variables. In this paper, the linear approximation to the closure transformation is described in terms of a matrix equation. Examination of the solution set of this equation shows that estimation of, or even the identification of, significant nonzero open correlations is essentially impossible even if the number of variables and the sample size are large. The method of solving the matrix equation is described in the appendix. ?? 1977 Plenum Publishing Corporation.
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Examination of the Chayes-Kruskal procedure for testing correlations between proportions