Canonical Correlation Analysis

Canonical correlation analysis (CCA) is a multivariate statistical method that analyzes the relationship between two sets of variables, in which each set contains at least two variables. It is the most general type of the general linear model, with multiple regression, multiple analysis of variance, analysis of variance, and discriminant function analysis all being special cases of CCA.

Although the method has been available for more than 70 years, its use has been somewhat limited until fairly recently due to its lack of inclusion in common statistical programs and its rather labor-intensive calculations. Currently, however, many computer programs do include CCA, and thus the method has become somewhat more widely used.

This entry begins by explaining the basic logic of and defining important terms associated with CCA. ...