On the other hand, you have variables that attempt to measure overall health, such as blood pressure, cholesterol levels, glucose levels, body mass index, etc. On one hand, you have variables associated with exercise, observations such as the climbing rate on a stair stepper, how fast you can run a certain distance, the amount of weight lifted on bench press, the number of push-ups per minute, etc. Canonical correlation analysis is a method for exploring the relationships between two multivariate sets of variables (vectors), all measured on the same individual.Ĭonsider, as an example, variables related to exercise and health.
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