A TEST STATISTIC IN CANONICAL CORRELATION ANALYSIS FOR CATEGORICAL VARIABLES

Abstract

In canonical correlation analysis (CCA), it is important to estimate the number of nonzero canonical correlations in the population. One way to estimate the number is to consider the dimensionality testing problem. In CCA for continuous variables, some test statistics for the problem have been derived under the normality assumption. However, there are only a few papers on test statistics in CCA for categorical variables.
   In this article, a test statistic in CCA for categorical variables is suggested. The test statistic is derived from the rational used for continuous variables. Some properties of the test statistic are examined through mathematical investigations and numerical simulations.