This is an easier to read version of the Canonical Correlation Summary Table
Table 6.2 than was possible within the constraints of printing.
how this structure simplifies the results of the canonical correlation analysis
of the mutual
fund performance data.
Each part of the table, the X-set and the Y-set, are essentially the same as a
factor analysis summary table with loadings, squared loadings (analogous to
communalities), a column of uniqueness values, and at the bottom the sums
of squares and their accompanying percents (analogous to eigenvalues in factor