Barcikowski R S, Stevens J P
Multivariate Behav Res. 1975 Jul 1;10(3):353-64. doi: 10.1207/s15327906mbr1003_8.
A Monte Carlo study was run to check the stability of canonical correlations, canonical weights, and canonical variate-variable correlations. Eight data matrices were selected from the literature for the canonical analyses, with the number of variables ranging from 7 to 41. The results showed that the canonical correlations are very stable upon replication. The results also indicated that there is no solid evidence for concluding that the components are superior to the coefficients, a t least not in terms of being more reliable. However, the number of subjects per variable necessary to achieve re1i:tbility in detecting the most important variables, using components or coefficients, was quite large, ranging from 42/1 to 68/1.
进行了一项蒙特卡罗研究，以检验典型相关系数、典型权重和典型变量-变量相关性的稳定性。从文献中选取了八个数据矩阵进行典型分析，变量数量从7到41不等。结果表明，典型相关系数在重复分析时非常稳定。结果还表明，没有确凿证据可以得出成分优于系数的结论，至少在可靠性方面并非如此。然而，使用成分或系数来检测最重要变量时，为达到可靠性所需的每个变量的受试者数量相当大，范围从42/1到68/1。
