Getting my head around Canonical Correlations

This week has been easier in that I have actually found sometime to do some development work. Not much but some. Not much as session run by our Creative Media team, although if I want to hire any of the equipment it is go the Audio and Visual as I am staff. That is not going to be a problem come the autumn as they will be working from the same building as me. Also an introduction to Screenr which may be a quick and dirty way to get videos on how to do things out to people. I still need to think about that.

The other thing I have been doing is looking into Canonical Correlations. I know they existed before hand, they were briefly mentioned in a Multivariate Analysis Course I did as part of my Masters at Reading University over twenty years ago but really we were introduced to a huge number of techniques in a very small time and all I retained was they existed and there are some ways of carrying them out in SPSS.

At first glance they look a beguiling sort of solution to a lot of problems and a natural extension of General Linear Models which most people use. Examples of General Linear Models include t-test, ANOVA, Linear Regression, Multiple Linear Regression. The extension that includes them would also include factor analysis and Discriminant  Analysis. They basically allow you to have multiple dependent as well as explanatory variables in a Regression. As such they seem to do for Regression what MANOVA does for ANOVA. This is reinforced in SPSS with the fact that the "easy" way to carry out this analysis is with MANOVA procedure.

The problem is that the complexity of the results seems to make it difficult to interpret exactly what is related to what. I think there are three sets of equations, one is the "factors" from the dependent, another is the "factors" from the explanatory and finally there is the relationship between these. I found a paper by Alissa Sherry and Robin Henson which gives a fairly gentle introduction and am now working through what Tabachnick and Fidell which is a standard text book for people like me. It teaches you all the things to worry about.

To some extent I am beginning to get there. The challenge is to use it in anger next week with real data, this time on learning English in Pakistan and see if it will now give us interpretable results.