Re: A basic question on Canonical Correlation Analysis

Reef Fish wrote:

In a nutshell, that's pretty much why CCA's are rarely used in
any practical situations whereas regression methods are,
because one nearly always know the weights a(i) of the
variables Y(i) in the objective function to be evaluated or
predicted.

Actually, it's baaaaaaaaaaaack! Maybe. I think CCA underlies what's being called reduced rank regression. I'm not 100% sure, so if anyone cares to correct me, the correction will be appreciated. Otherwise, be afraid, be very afraid!
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