Glossary

Canonical Correlation Analysis

Canonical Correlation Analysis:

The purpose of canonical correlation analysis is to explain or summarize the relationship between two sets of variables by finding a linear combinations of each set of variables that yields the highest possible correlation between the composite variable for set A and the composite variable for set B. One or more additional linear combinations are then formed for each variable set in an attempt to further explain the residual variance that is not explained by the initial correlation.

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