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Canonical correlation - Wikipedia, the free encyclopedia
In statistics, canonical correlation analysis , introduced by Harold Hotelling, is a way of making sense of cross-covariance matrices. If we have two sets of variables, x_1, \dots, x_n and y_1, \...
en.wikipedia.org/wiki/Canonical_correlation |
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A canonical correlation is the correlation of two canonical (latent) variables, one representing a set of independent variables, the other a set of dependent variables. Each set may be considered a latent variable based on measured indicator variables in its set.
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Notes: Canonical correlation is part of MANOVA in SPSS, in which one has to refer to one set of variables as "dependent" and the other as "covariates." This example uses the MANOVA procedure in SPSS 7.5 for the file "gss 93 subset.sav".
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Generalized canonical correlation - Wikipedia, the free encyclopedia
In statistics, the generalized canonical correlation analysis (gCCA), is a way of making sense of cross-correlation matrices between the sets of random variables when there are more than two sets. I...
en.wikipedia.org/wiki/Generalized_canonical_correlation |
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Each canonical correlation has an eigenvalue related to Wilks' Lambda. ... What Canonical Correlation Analysis Does... ... Stata has completely rewritten their canonical correlation procedure in Stata 9.
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Canonical correlation analysis (CCA) identifies linear relationships between multicomponent predictors and multicomponent predictands, e.g. pattern-to-pattern relationships in space and/or time. Like simpler forms of linear regression, CCA minimizes squared errors in hindcasting the predictands from the predictors.
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A computer program, written in BASIC, is described which computes structure correlations, redundancy indices, and some measures of associations for canonical correlation analyses. Input consists of a correlation matrix, the coefficients of the canonical variates, and the canonical correlation.
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