Canonical correlation

William Press, Canonical Correlation Clarified by Singular Value Decomposition

Most statistical tests are canonical correlation analysis, apparently. (Knapp 1978).

tl;dr classic statistical tests are linear models where your goal decide if a coefficient should be regarded as non-zero or not. Jonas Kristoffer Lindeløv explains this perspective: Common statistical tests are linear models. FWIW I found that perspective to be a real 💡 moment.


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