Influence in Canonical Correlation Analysis

descriptionPublicationkeyboard_double_arrow_right Article 01 Jun 1992 English Publisher:Cambridge University Press (CUP)Journal:Psychometrika, volume 57, pages 237-259 (issn: 0033-3123, eissn: 1860-0980,

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Authors: Romanazzi, Mario;

doi: 10.1007/bf02294507

Influence in Canonical Correlation Analysis

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Abstract

The perturbation theory of the generalized eigenproblem is used to derive influence functions of each squared canonical correlation coefficient and the corresponding canonical vector pair. Three sample versions of these functions are described and some properties are noted. As particular applications, the influence function of the squared multiple correlation coefficient and influence functions of eigenvalues and eigenvectors in correspondence analysis are obtained. Three numerical examples are briefly discussed.

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Ca Foscari University of Venice
Italy

Keywords

influence functions of eigenvalues, correspondence analysis, numerical examples, Eigenvalues, singular values, and eigenvectors, Measures of association (correlation, canonical correlation, etc.), generalized eigenproblem, squared canonical correlation coefficient, squared multiple correlation coefficient

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