Canonical Correlation Analysis

Abstract Canonical correlation analysis is a statistical method employed to investigate relationships among two or more variable sets, each consisting of at least two variables. Canonical correlation analysis is the multivariate form of the general linear model, which presumes that all analyses are correlational, derive estimates by applying weights to measured variables, and yield variance‐accounted‐for effect sizes. As is the case throughout the GLM, noteworthy functions must be interpreted by consulting both standardized weights and structure coefficients in concert with each other.