Canonical Correlation

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Canonical correlation
In statistics, canonical correlation analysis, introduced by Harold Hotelling, is a way of making sense of cross-covariance matrices.
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Canonical Correlation
Canonical Correlation allows us to investigate the relationship between two sets of variables (it is used as either a hypothesis testing or exploratory method ). For example, an educational researcher may want to compute the (simultaneous) relationship between three measures of scholastic ability with five measures of success in school. A sociologist may want to investigate the relationship between two predictors of social mobility based on interviews, with actual subsequent social mobility as measured by four different indicators. A medical researcher may want to study the relationship of various risk factors to the development of a group of symptoms. In all of these cases, the researcher is interested in the relationship between two sets of variables, and Canonical Correlation would
be an appropriate method of analysis.
See the Canonical Correlation chapter for more information.


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