Statistics Multivariate analysis Concept
Canonical correlation
Summary
Canonical correlation analysis studies the linear relations between two groups of variables. It finds a linear combination of each group such that the two combinations have the largest possible correlation. Further pairs of combinations are found under the condition that they are uncorrelated with the earlier ones. The resulting correlations are the canonical correlations.
Further reading
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| Tag | E0WKQ3XBAC |
|---|---|
| URI | m2://E0WKQ3XBAC |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62H20 |
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