testCC: Test of canonical correlations

In multiUS: Functions for the Courses Multivariate Analysis and Computer Intensive Methods

Test of canonical correlations

Description

The function perform the Wilk's test for the statistical significance of canonical correlations.

Usage

testCC(cor, n, p, q)

Arguments

cor	Vector with canonical correlations.
n	Number of units.
p	Number of variables in the first group of variables.
q	Number of variables in the second group of variables.

Value

The results are organized in a list format with two data tables:

sigTest

• WilksL - Value of the Wilk's lambda statistic (it is a generalization of the multivariate R2; values near 0 indicate high correlation while values near 1 indicate low correlation).

• F - Corresponding (to Wilk's lambda) F-ratio.

• df1 - Degrees of freedom for the corresponding F-ratio.

• df2 - Degrees of freedom for the corresponding F-ratio.

• p - Probability value (p-value) for the corresponding F-ratio (Ho: The current and all the later canonical correlations equal to zero).

eigModel

• Eigenvalues - Eigenvalues of the canonical roots.

• % - Proportion of explained variance of correlation.

• Cum % - Cumulative proportion of explained variance of correlation.

• Cor - Canonical correlation coeficient.

• Sq. Cor - Squared canonical correlation coeficient.

Author(s)

Aleš Žiberna

References

R Data Analysis Examples: Canonical Correlation Analysis, UCLA: Statistical Consulting Group. From http://www.ats.ucla.edu/stat/r/dae/canonical.htm (accessed Decembar 27, 2013).

Examples

testCC(cor = c(0.76, 0.51, 0.35, 0.28, 0.10), n = 51, p = 5, q = 5)

multiUS documentation built on July 26, 2023, 3:02 p.m.