canonical correlation

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A statistical procedure that seeks to discover and describe the relationship between a set of predictor variables and a set of dependent variables. Pairs of linear combinations of the two sets of variables are found that are maximally correlated, and the proportion of the total variance in the criterion set that is explained by the predictor set is extracted. Compare discriminant function analysis, in which there is usually only one dependent variable. [From Greek kanon rule, measuring rod, standard, related to kanna a reed + correlation]

Subjects: Psychology.

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