Interpretation of Canonical Discriminant Functions, Canonical Variates, and Principal Components

Abstract Canonical discriminant functions are defined here as linear combinations that separate groups of observations, and canonical variates are defined as linear combinations associated with canonical correlations between two sets of variables. In standardized form, the coefficients in either type of canonical function provide information about the joint contribution of the variables to the canonical function. The standardized coefficients can be converted to correlations between the variables and the canonical function. These correlations generally alter the interpretation of the canonical functions. For canonical discriminant functions, the standardized coefficients are compared with the correlations, with partial t and F tests, and with rotated coefficients. For canonical variates, the discussion includes standardized coefficients, correlations between variables and the function, rotation, and redundancy analysis. Various approaches to interpretation of principal components are compared: the choice ...