Canonical Correlation Analysis Using Small Number of Samples |
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Authors: | Hye-Seung Lee |
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Institution: | 1. Pediatrics Epidemiology Center, University of South Florida , Tampa, Florida, USA leeh@epi.usf.edu |
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Abstract: | Canonical correlation assesses the relationship between two groups of variables. Although it has been a useful tool in a wide variety of research areas, it is not well known that weaker canonical correlations require larger sample sizes to be correctly inferred. In this article, we investigate small sample bias in canonical correlation analysis and apply the jackknife bias correction to the estimation of canonical correlations. We use bootstrap samples to obtain a better confidence interval for the jackknife canonical correlation estimator. |
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Keywords: | Bootstrap Canonical correlation Jackknife Small sample bias |
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