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The Second Order Approximation to Sample Influence Curve in Canonical Correlation Analysis

Published online by Cambridge University Press:  01 January 2025

Wing K. Fung  and
Hong Gu
Wing K. Fung
Affiliation:
Department of Statistics, The University of Hong Kong
Hong Gu*
Affiliation:
Department of Statistics, The University of Hong Kong
*
Requests for reprints should be sent to Hong Gu, Department of Statistics, The University of Hong Kong, Pokfutam Road, Hong Kong.
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Abstract

A second order approximation to the sample influence curve (SIC) in canonical correlation analysis has been derived in the literature. However, it does not seem satisfactory for some cases. In this paper, we present a more accurate second order approximation. As a particular case, the proposed method is exact for the SIC of the squared multiple correlation coefficient. An example is given.

Keywords

canonical correlation analysismultiple correlationinfluence functiongeneralized eigenproblem
Type
Original Paper
Information
Psychometrika , Volume 63 , Issue 3 , September 1998 , pp. 263 - 269
Copyright
Copyright © 1998 The Psychometric Society

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Footnotes

The authors are most grateful to the associate editor and three reviewers for valuable comments and suggestions which improved the presentation of the paper considerably. The first author was partly supported by a RGC earmarked research grant of Hong Kong.

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