Re: A basic question on Canonical Correlation Analysis


Jerry Dallal wrote:
> 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 don't think so, and I hope not; at least not among statisticians.

It may be back in some areas in the Social Sciences where most
abuses of statistics occur in the first place, such as using
correlation as a proof of causation. But that's a Dead Horse
I don't care to revive or exhume.


> I think CCA underlies what's
> being called reduced rank regression.

I heard the terms "principal components" and "factor analysis"
in several of the discussions. But those are NOT, and are not
related to, the definition and practice of Canonical Correlations!


Your term "reduced rank regression" may be the same or
similar to "principal components regression" -- which is a
REGRESSION method (not related to Canonical Correlations)
that has been used (abused) for years, both by statisticians
and social scientists.

Hadi and I showed, in a nutshell (again :-)) , that there is
absolutely no redeeming value in the use of PCR (principal
Components Regression), but in a published article with
a title in a softer tone:

" Some Cautionary Notes on the Use of Principal Components
Regression".

http://www.amstat.org/publications/tas/index.cfm?fuseaction=hadi1998

The hidden subtitle of the paper is, "Don't EVER use PCR --
you ALWAYS do better without the use of those PC's".


> I'm not 100% sure, so if anyone
> cares to correct me, the correction will be appreciated. Otherwise, be
> afraid, be very afraid!

For some reason, your post remind me of an old saying,

"Fools rush in where angels fear to tread".

-- Bob.

.

Relevant Pages

  • Re: A basic question on Canonical Correlation Analysis
    ... and I hope not; at least not among statisticians. ... >>>being called reduced rank regression. ... >> REGRESSION method ... I taught multivariate regression mostly from several different editions ...
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