I am making a canonical correlation analysis:
y1 y2 y3 y4 y5 as set 1.
x1 x2 x3 x4 x5 x6 x7 x8 x9 x10 as set 2.
The way I am doing it:
canon (y1 y2 y3 y4 y5) (x1 x2 x3 x4 x5 x6 x7 x8 x9 x10)
I need to identify how much, individually, x1 x2 x3 x4 x5 x6 x7 x8 x9 x10 explains of a certain linear combination. Hence I need the canonical coefficients.
Any suggestion?
y1 y2 y3 y4 y5 as set 1.
x1 x2 x3 x4 x5 x6 x7 x8 x9 x10 as set 2.
The way I am doing it:
canon (y1 y2 y3 y4 y5) (x1 x2 x3 x4 x5 x6 x7 x8 x9 x10)
I need to identify how much, individually, x1 x2 x3 x4 x5 x6 x7 x8 x9 x10 explains of a certain linear combination. Hence I need the canonical coefficients.
Any suggestion?
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