Canonical Correlation
1
Shubhabrata Das,
Pranab K. Sen,
Shubhabrata Das
Indian Institute Of Management Bangalore, Bangalore, India
Search for more papers by this authorPranab K. Sen
University of North Carolina, Chapel Hill, NC, USA
Search for more papers by this authorShubhabrata Das,
Pranab K. Sen,
Shubhabrata Das
Indian Institute Of Management Bangalore, Bangalore, India
Search for more papers by this authorPranab K. Sen
University of North Carolina, Chapel Hill, NC, USA
Search for more papers by this authorFirst published: 15 July 2005
Abstract
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.
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