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What are the disadvantanges of canonical correlation analysis?

  1. Jan 7, 2013 #1
    Hi, all

    I am looking into canonical correlation analysis recently, and trying to dig deeper into it.

    So far, I know the advantages of canonical correlation analysis are that it capable of revealing correlation between two sets of multi-dimensional variables. It also reduces the risk of committing Type I error.

    However, I don't know about its disadvantages, though I believe there must be some.

    The following link is the slides of a conference paper: http://www.math.univ-toulouse.fr/~igonzal/Enc_France_Vzla.pdf

    The authors claimed that the disadvantages of CCA are: 1. Much information get lost; 2. Poor interpretation of the results. Nontheless, there are no explainations about them.

    May I know what are the disadvantages of canonical correlation analysis? And what nature of CCA caused these disadvantages?

    Many thanks in advance for your kindly help.

    All bests
    Wenlong
     
  2. jcsd
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