canonical correlation

Canonical correlation is a statistical method that measures the relationship between two sets of variables. Imagine you have two groups—like test scores in math and science, and their corresponding study hours and sleep patterns. Canonical correlation finds the combination of variables within each group that are most strongly related to each other. It identifies the highest possible correlation between these combined factors, helping us understand the underlying connections between the two sets. Essentially, it summarizes complex relationships into a single measure that reflects how strongly the two groups are associated.