cancor.src computes canonical correlations between two data sets. The first set has k1 variables and the second has k2 variables (1 < k1 <= k2). cormat is the correlation matrix for all the variables. cormat has k1+k2 rows and columns and must be computed in the program that invokes cancor.src. (typically cormat would be computed using the cmoment command with the option corr. in that case, cormat = %cmom.) cancor.src then calculates the linear combination of each set which maximizes the squared correlation between the sets. This process is repeated k1 times since there can be as many as k1 'canonical variates' linking the two data sets.
Download Info
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page. Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
R951101.
Size: Programming language: RATS Requires: Date of creation: 20 Apr 1999 Date of revision: Handle: RePEc:boc:bocode:r951101
Contact details of provider: Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Phone: 617-552-3670 Fax: +1-617-552-2308 Email: Web page: http://fmwww.bc.edu/EC/ More information through EDIRC