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Influence in Canonical Correlation Analysis

Published online by Cambridge University Press:  01 January 2025

Mario Romanazzi
Mario Romanazzi*
Affiliation:
Statistical Laboratory, University of Venice “Ca′ Foscari”
*
Requests for reprints should be sent to Mario Romanazzi, Laboratorio di Statistica, Università di Venezia "Ca' Foscari", Dorsoduro, 3246-30123 Venezia, ITALY.
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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.

Keywords

canonical correlationmultiple correlationcorrespondence analysisinfluence functiongeneralized eigenproblem

Information

Type
Original Paper
Information
Psychometrika , Volume 57 , Issue 2 , June 1992, pp. 237 - 259
Copyright
Copyright © 1992 The Psychometric Society

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Footnotes

We thank the Editor and the anonymous reviewers for their helpful comments. This research was carried out with the financial support of the Italian Ministry of the University and the National Research Council.

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