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Biometrika 1971 58(3):433-451; doi:10.1093/biomet/58.3.433
© 1971 by Biometrika Trust
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Canonical analysis of several sets of variables

J. R. KETTENRING

Bell Telephone Laboratories Murray Hill

Five extensions of the classical two-set theory of canonical correlation analysis to three or more sets are considered. For each one, a model of the general principal component type is constructed to aid in motivating, comparing and understanding the methods. Procedures are developed for finding the canonical variables associated with the different approaches. Some practical considerations and an example are also included.

Key Words: Canonical analysis • Canonical correlations • Multivariate analysis of several sets of variates • Sum of correlations method • Sum of squared correlations method • Generalized variance method • Factor analysis • Higher-order canonical variates


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