Canonical correlation (CC) analysis is discussed with a view toward providing an intuitive understanding of how the technique operates. CC analysis entails calculation of one or more sets of canonical variate coefficients (CVC), i.e., weights which can be applied to the variables in a study. A canonical function (CF) always consists of exactly two…

This paper is the sixth in a series designed to supplement the statistics training of students. The intended audience is social science undergraduate and graduate students studying applied statistics. The purpose of the applied statistics monographs is to provide selected proofs and derivations of important relationships or formulas that students…