Skip to content
Prev 342152 / 398500 Next

canonical correlation

Dear Monaly,

What you described in simply the multiple LS regression of Y on the Xs, which finds the linear combination of the Xs most correlated with Y. Canonical correlation and regression are appropriate when there is more than one Y.

Best,
 John

On Sun, 13 Jul 2014 15:39:15 +0100
Monaly Mistry <monaly.mistry at gmail.com> wrote: