Common Canonical Variates inkIndependent Groups
作者:
MohammedN. Goria,
BernardD. Flury,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1996)
卷期:
Volume 91,
issue 436
页码: 1735-1742
ISSN:0162-1459
年代: 1996
DOI:10.1080/01621459.1996.10476745
出版商: Taylor & Francis Group
关键词: Correlation;Eigenvalue;Eigenvector;Likelihood;Multivariate normal distribution;Parallel regression;Wishart distribution
数据来源: Taylor
摘要:
Suppose that data are collected fromkindependent but closely related populations and that a canonical correlation analysis is to be performed within each group. In such a situation, it may turn out that the transformation to canonical variates is similar across allkgroups. The common canonical variates model studied in this article assumes that the transformation to canonical variates is actually identical across groups, while the canonical correlations may vary. We develop some algebra of the common canonical variates model, discuss normal theory maximum likelihood estimation and likelihood ratio testing give illustrative examples.
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