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The second order approximation to sample influence curve in canonical correlation analysis

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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.

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Authors and Affiliations

  1. Department of Statistics, The University of Hong Kong, Pokfulam Road, Hong Kong

    Wing K. Fung & Hong Gu

Authors
  1. Wing K. Fung
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  2. Hong Gu
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Additional information

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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Fung, W.K., Gu, H. The second order approximation to sample influence curve in canonical correlation analysis. Psychometrika 63, 263–269 (1998). https://doi.org/10.1007/BF02294855

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  • DOI: https://doi.org/10.1007/BF02294855

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