Canonical correlation

Canonical correlation looks for relationships between two sets of variables. It finds pairs of variables from each set that have the strongest correlation between them. This is useful when studying two different sets of variables and wanting to know how closely they might be related to one another. For example, a researcher might want to find out how well student exam scores related to their studying habits. By using canonical correlation, the researcher can tell how closely the student's studying habits are related to the exam scores they get.