Title:
Understanding canonical correlation through the general linear model and principal components
Author(s):
Publication Year:
1982
Abstract:
Canonical correlation has been little used and little understood, even by otherwise sophisticated analysts. An alternative approach to canonical correlation, based on a general linear multivariate model, is presented. Properties of principal component analysis are used to help explain the method. Standard computational methods for full rank canonical correlation, techniques for canonical correlation on component scores, and canonical correlation with less than full rank are discussed. They are seen to be essentially equivalent when the model equation for canonical correlation on component scores is presented. The two approaches to less than full rank situations are equivalent in some senses, but quite different in usefulness, depending on the application. Keywords: Canonical correlation, general linear model, less than full rank regression, component matching, regression on component scores.
Publication Title:
The American Statistician
Volume:
36
Issue:
4
Pages:
342-354
Item Type:
Journal Article
Language:
en
Keywords:

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