[R] canonical correlation

John Fox jfox at mcmaster.ca
Sun Jul 13 16:16:42 CEST 2014


A small correction: I should have said "R", not "R^2".

John

On Sun, 13 Jul 2014 10:14:23 -0400
 "John Fox" <jfox at mcmaster.ca> wrote:
> Dear Raghuraman and Monaly,
> 
> Why would one want to do canonical correlation with a single Y variable? The canonical correlation is just the R^2 from the LS regression of Y on the Xs.
> 
> Best,
>  John
> 
> ------------------------------------------------
> John Fox, Professor
> McMaster University
> Hamilton, Ontario, Canada
> http://socserv.mcmaster.ca/jfox/
> 	
> 	
> On Sun, 13 Jul 2014 09:00:52 +0100
>  Raghuraman Ramachandran <optionsraghu at gmail.com> wrote:
> > Try package CCA.
> > 
> > 
> > On Sat, Jul 12, 2014 at 11:13 PM, Monaly Mistry <monaly.mistry at gmail.com>
> > wrote:
> > 
> > > Hi,
> > >
> > > I was wondering if it's possible in R to do a canonical correlation with
> > > only one dependent variable and several independent variables.
> > >
> > > I've tried using cc(X,Y) but I got an error message. In this case I had 1
> > > dependent variable and 10 independent variables.
> > >
> > > Error in cor(X, use = "pairwise") :
> > >   supply both 'x' and 'y' or a matrix-like 'x'
> > >
> > > When I use two dependent variables I don't get the error message.
> > >
> > > Best,
> > >
> > > Monaly.
> > >
> > >         [[alternative HTML version deleted]]
> > >
> > > ______________________________________________
> > > R-help at r-project.org mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-help
> > > PLEASE do read the posting guide
> > > http://www.R-project.org/posting-guide.html
> > > and provide commented, minimal, self-contained, reproducible code.
> > >
> > 
> > 	[[alternative HTML version deleted]]
> > 
> > ______________________________________________
> > R-help at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

------------------------------------------------
John Fox, Professor
McMaster University
Hamilton, Ontario, Canada
http://socserv.mcmaster.ca/jfox/



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