multiUS (version 1.2.3)

testCC: Test of canonical correlations

Description

The function perform the Wilk's test for the statistical significance of canonical correlations.

Usage

testCC(cor, n, p, q)

Value

The results are organized in a list format with two data tables:

sigTest

• WilksL - Value of the Wilk's lambda statistic (it is a generalization of the multivariate R2; values near 0 indicate high correlation while values near 1 indicate low correlation).

• F - Corresponding (to Wilk's lambda) F-ratio.

• df1 - Degrees of freedom for the corresponding F-ratio.

• df2 - Degrees of freedom for the corresponding F-ratio.

• p - Probability value (p-value) for the corresponding F-ratio (Ho: The current and all the later canonical correlations equal to zero).

eigModel

• Eigenvalues - Eigenvalues of the canonical roots.

• % - Proportion of explained variance of correlation.

• Cum % - Cumulative proportion of explained variance of correlation.

• Cor - Canonical correlation coeficient.

• Sq. Cor - Squared canonical correlation coeficient.

Arguments

cor

Vector with canonical correlations.

n

Number of units.

p

Number of variables in the first group of variables.

q

Number of variables in the second group of variables.

Author

Aleš Žiberna

References

R Data Analysis Examples: Canonical Correlation Analysis, UCLA: Statistical Consulting Group. From http://www.ats.ucla.edu/stat/r/dae/canonical.htm (accessed Decembar 27, 2013).

Examples

testCC(cor = c(0.76, 0.51, 0.35, 0.28, 0.10), n = 51, p = 5, q = 5)