Commonality Coefficents for Canonical Correlation
The canonCommonality
function produces commonality data
for both canonical variables sets. Variables in a given
canonical set are used to partition the variance of the
canonical variates produced from the other canonical
set and vica versa. Commonality data is supplied for the
number of canonical functions requested.
canonCommonality(A, B, nofns = 1)
A |
Matrix containing variable set A |
B |
Matrix containing variable set B |
nofns |
Number of canonical functions to analyze |
The function canonCommonality
has two required arguments
and one optional argument. The first two arguments contain the
two variable sets. The third argument is optional and defnes
the number of canonical functions to analyze. Unless specifed,
the number of canonical functions defaults to 1.
The function canonCommonality
calls a function
canonVariate
to decompose canonical varites twice:
the first time for the variable set identified in the first
argument, the second time for the variable set identified in
the second argument.
The function canonCommonality
returns commonality data
for both canonical variable sets. For the number of functions
requested, both canonical variates are analyzed. For each
canonical variate analyzed, two tables are returned. The first
table lists the commonality coefficients and their contribution
to the total effect, while the second table lists the unique
and common effects for each regressor. The function returns
the resulting output ordering the output according to the
function's paramaeters.
Kim Nimon <kim.nimon@gmail.com>
Nimon, K., Henson, R., & Gates, M. (2010). Revisiting interpretation of canonical correlation analysis: A tutorial and demonstration of canonical commonality analysis. Multivariate Behavioral Research, 45,702-724.
## Example parallels the R builtin cancor and the ## yacca cca example data(LifeCycleSavings) pop <- LifeCycleSavings[, 2:3] oec <- LifeCycleSavings[, -(2:3)] ## Perform Commonality Coefficient Analysis canonCommonData<-canonCommonality(pop,oec,1) ## Use HS dataset in MBESS if (require("MBESS")){ data(HS) attach(HS) ## Create canonical variable sets MATH_REASON<-HS[,c("t20_deduction","t22_problem_reasoning")] MATH_FUND<-HS[,c("t21_numerical_puzzles","t24_woody_mccall","t10_addition")] ## Perform Commonality Coefficient Analysis canonCommonData<-canonCommonality(MATH_FUND,MATH_REASON,1) detach(HS) }
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