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About: Canonical analysis     Goto   Sponge   NotDistinct   Permalink

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In statistics, canonical analysis (from Ancient Greek: κανων bar, measuring rod, ruler) belongs to the family of regression methods for data analysis. Regression analysis quantifies a relationship between a predictor variable and a criterion variable by the coefficient of correlation r, coefficient of determination r2, and the standard regression coefficient β. Multiple regression analysis expresses a relationship between a set of predictor variables and a single criterion variable by the multiple correlation R, multiple coefficient of determination R², and a set of standard partial regression weights β1, β2, etc. Canonical variate analysis captures a relationship between a set of predictor variables and a set of criterion variables by the canonical correlations ρ1, ρ2, ..., and by the set