Canonical correlation analysis
Bryan F.J. Manly · 2004
Another example was provided by Hotelling (1936) in which he described a canonical correlation analysis for the first time. This example involved the results of tests for reading speed (X1), reading power (X2), arithmetic speed (Y1), and arithmetic power (Y2) for 140 seventh-grade schoolchildren. The specific question that was addressed was whether or not reading ability (as measured by X1 and X2) is related to arithmetic ability (as measured by Y1 and Y2).