Some results on canonical correlation and their applications to a linear model

✍ Scribed by Dao-De Gao; Rong-Bing Huang

• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 113 KB
• Volume: 321
• Category: Article
• ISSN: 0024-3795
• DOI: 10.1016/s0024-3795(99)00085-3

✦ Synopsis

We show the monotonic properties of canonical correlation coecients and the concave±convex properties of some of their functions with respect to some elements of the variance±covariance corresponding to them, and then use these results to discuss the monotonic and concave±convex properties of the relative eciency of the least squares estimator (LSE) in a linear regression model with respect to some elements of the variance±covariance of the error vector. Finally we give two examples of the two-stage sampling regression model and pairwise overlapping sampling regression model.