Comparison of Canonical and Generalized Canonical Correlation Analysis Using Some Continuous Distributions
Stephen O. Ihekuna
Department of Statistics, Imo State University, Owerri, Imo State, Nigeria.
Kelechukwu C. N. Dozie *
Department of Statistics, Imo State University, Owerri, Imo State, Nigeria.
*Author to whom correspondence should be addressed.
Abstract
This study is designed to compare canonical and generalized canonical correlation analysis for two data sets using five continuous distributions namely; Beta, Exponential, Gamma, Weibull and Normal distributions as control. Simulation studies for samples of sizes n = 10, 20, 30, 40, and 50 replicated 10,000 each were analyzed using R-programming language. Relative efficiencies of the two methods (CCA and GCCA) calculated for each of the distributions under consideration showed no significant differences in the two methods.
Keywords: Canonical correlation analysis, generalized canonical correlation analysis, relative efficiencies, simulation experiment