A Classroom-Computable "Estimate" of Canonical Correlations

Author(s):

Creech, F Reid; Myers, Charles T.

Publication Year:

1969

Report Number:

RM-69-13

Source:

ETS Research Memorandum

Document Type:

Report

Page Count:

4

Subject/Key Words:

Correlation, Multivariate Analysis, Statistics

Abstract

To familiarize students with the maximum and minimum properties of canonical correlation coefficients, a correlation between two sets of variates in which the regression weights are all unity is first introduced. The resultant correlation coefficient is generally devoid of maximum-minimum properties but, like the canonical correlation coefficient, is a correlation between the linear composites of variates. This allows the optimal characteristics of the canonical regression coefficients to be contrasted simply and directly against the set of uniform weights. Further, the correlation coefficient from the uniform weight system can be easily and rapidly calculated by hand in the classroom.

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