Table 6-3.jpg

    This is an easier to read version of the Canonical Correlation Summary Table of Table 6.3 than was possible within the constraints of printing.

    Notice 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 analysis).