1. Canonical Correlation Analysis

2. Description Two Sets of Variables Observed on Units
Set 1 has p Variables, Set 2 has q with p ≤ q
Goal: Measure the association between the two sets of variables
Makes use of constructed linear combinations from the two sets and measures the correlation between the two linear combinations
Subsequent linear combinations uncorrelated with previous ones
Pairs of Linear Combinations ≡ Canonical Variables
Correlations among Pairs of LCs ≡ Canonical Correlations

3. Model Description - I

4. Model Description - II

5. Obtaining Canonical Variables

6. Standardized Variables

7. Interpretation of Population Canonical Variables - I

8. Interpretation of Population Canonical Variables - II

9. Sample Canonical Correlation Analysis - I

10. Sample Canonical Correlation Analysis - II

11. Sample Descriptive Measures - I

12. Sample Descriptive Measures - II

13. Sample Descriptive Measures - III

14. Proportions of Sample Variance Explained

15. Large-Sample Tests