Biometrika 1971 58(2):399-400; doi:10.1093/biomet/58.2.399
© 1971 by Biometrika Trust
Miscellanea: On some problems in canonical correlation analysis
C. W. CHEN
University of Maine
It is shown that the addition of extra variates to either set of variables can never decrease canonical correlations between two sets of variables. The hypothesis of no effect can be tested as suggested by Laha(1954).
Key Words: Canonical correlation analysis Addition of extra variates

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