Published Online: 15 JUL 2005
Copyright © 2005 John Wiley & Sons, Ltd
Encyclopedia of Biostatistics
How to Cite
Das, S. and Sen, P. K. 2005. Canonical Correlation. Encyclopedia of Biostatistics. 1.
- Published Online: 15 JUL 2005
The article starts with the genesis of canonical correlation from the product moment correlation and defines canonical correlation from the various angles including algebraic and geometric approaches. The different issues related to interpreting canonical correlation analysis, for example, canonical coefficients, canonical loadings, and redundancy coefficients are highlighted. Relationship with other multivariate methods like principal component analysis, factor analysis, and MANOVA have also been outlined. Then the article dwells on the sampling distribution of the sample canonical correlation and the related inference problems, while touching upon the relevant resampling methods in this context. Various generalizations and extensions are taken up next, with emphasis on the treatment of dependence between more than two sets of variables as well as constrained dependence under problem specific restrictions on the coefficients. The article concludes with a narration of issues related to applications, specially in the field of Biostatistics and a reference to key articles in this domain.
- canonical coefficients;
- canonical loadings;
- characteristic root;
- restricted canonical correlation