| testCC {multiUS} | R Documentation |
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)
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. |
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.
Author(s)
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)