<snip>
> Now how do I get from Xs(new) to Ys(new)? I would also like to be able
> to select the number of canonical variates to be used in the final
> prediction equation (much like selecting the number of PCs to use, I
> would assume). I know there must be a very simple matrix equation for
> predicting values of the predictands from values of the predictors using
> the results of CCA. I just need a little help!
I haven't seen any replies yet but would suggest getting a copy of
Glahn, H. R. 1968. Canonical correlation and its relationship to
discriminant analysis and multiple regression, Journal of the Atmospheric
Sciences 25, 23-31.
This has a very good discussion of CCA for prediction and gives the
equations you're looking for.
Alex
------------------------------------------------------------
Alex Cannon (acannon@geog.ubc.ca)
Atmospheric Science Programme
University of British Columbia, B.C.
-----------------------------------------------------------------------
This message was distributed by s-news@wubios.wustl.edu. To unsubscribe
send e-mail to s-news-request@wubios.wustl.edu with the BODY of the
message: unsubscribe s-news
|