Influence in canonical correlation analysis

The perturbation theory of the generalized eigenproblem is used to derive influence functions of each squared canonical correlation coefficient and the corresponding canonical vector pair. Three sample versions of these functions are described and some properties are noted. As particular applications, the influence function of the squared multiple correlation coefficient and influence functions of eigenvalues and eigenvectors in correspondence analysis are obtained. Three numerical examples are briefly discussed.We thank the Editor and the anonymous reviewers for their helpful comments. This research was carried out with the financial support of the Italian Ministry of the University and the National Research Council.