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Interpretation of Canonical Discriminant Functions, Canonical Variates, and Principal Components

 

作者: AlvinC. Rencher,  

 

期刊: The American Statistician  (Taylor Available online 1992)
卷期: Volume 46, issue 3  

页码: 217-225

 

ISSN:0003-1305

 

年代: 1992

 

DOI:10.1080/00031305.1992.10475889

 

出版商: Taylor & Francis Group

 

关键词: Correlation matrix;Covariance matrix;Loadings;Redundancy analysis;Rotation;Structure coefficients

 

数据来源: Taylor

 

摘要:

Canonical discriminant functions are defined here as linear combinations that separate groups of observations, and canonical variates are defined as linear combinations associated with canonical correlations between two sets of variables. In standardized form, the coefficients in either type of canonical function provide information about the joint contribution of the variables to the canonical function. The standardized coefficients can be converted to correlations between the variables and the canonical function. These correlations generally alter the interpretation of the canonical functions. For canonical discriminant functions, the standardized coefficients are compared with the correlations, with partialtandFtests, and with rotated coefficients. For canonical variates, the discussion includes standardized coefficients, correlations between variables and the function, rotation, and redundancy analysis. Various approaches to interpretation of principal components are compared: the choice between the covariance and correlation matrices, the conversion of coefficients to correlations, the rotation of the coefficients, and the effect of special patterns in the covariance and correlation matrices.

 

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