Dear R's! I am strugling with cancor procedure in R. I cannot figure out the meaning of xcoef and of yxcoef. Are these: 1. standardized coefficients 2. structural coefficients 3. something else?
I have tried to simulate canonical correlation analysis by checking the eigenstructure of the expression: Sigma_xx %*% Sigma_xy %*% Sigma_yy %*% t(Sigma_xy). The resulting eigenvalues were the same as the squared values of cancor$cor. I have normalized the resulting eigenvectors, the a's with sqrt(a'%*%Sigma_xx%*%t(a)), and similarly the b's with sqrt(b'%*%Sigma_yy%*%t(b)). The results differed considerably from xcoef and ycoef of the cancor. I thought then, maybe these coefficients are structural coefficients and therefore I multiplied them, the a's with a%*%Sigma_xx, and the b's with b%*%Sigma_yy, but the results are nevertheless far from those of the cancor. Now, I really don't know any more, how to interpret the xcoef and ycoef. I am thanking you in advance. Irena Komprej (an R enthusiast as of last year) ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
