Albert R. Wildt, Zarrel V. Lambert, Richard M. Durand, Applying the Jackknife Statistic in Testing and Interpreting Canonical Weights, Loadings, and Cross-Loadings, Journal of Marketing Research, Vol. 19, No. 1 (Feb., 1982), pp. 99-107
No takes yet. Share an insight, caveat, or question.
Wildt et al. (1982) studied this question.