In canonical analysis with more variables than samples, it is shown that, as well as the usual canonical means in the range-space of the within-groups dispersion matrix, canonical means may be defined in its null space. In the range space we have the usual Mahalanobis metric; in the null space explicit expressions are given and interpreted for a new metric.
KeywordsBetween-group distances Canonical analysis Mahalanobis distance
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- ALBERS, C.J., and GOWER, J.C. (2010). “Canonical Analysis: Ranks, Ratios and Fits”, available at http://www.gmw.rug.nl/~casper