Canonical Correlation Analysis

Canonical Correlation Analysis (CCA) is a statistical method that identifies and measures the relationships between two sets of variables. It finds pairs of linear combinations (weighted sums) of each set that are most highly correlated with each other. Essentially, CCA helps you understand how the patterns in one group of data relate to patterns in another, revealing underlying connections. For example, it can find how changes in a set of health indicators relate to lifestyle factors, providing insights into their interdependence without reducing data to a single variable.