Canonical Correlation

From: Agustin Lobo (alobo@ija.csic.es)
Date: Tue Nov 03 1998 - 11:57:46 MET

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One general question on Canonical Correlation:

Is it correct to use it in a predictive way?

That is:

We establish a correlation between a set of predictors
and a set of responses. Then, given a new observed response,
can we calculate the values of the predictors?

In other words, is it Canonical Correlation or
Canonical Regression?

Agus

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Dr. Agustin Lobo
Instituto de Ciencias de la Tierra (CSIC)
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alobo@ija.csic.es
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