706 P.J. Mart ́ın-Alvarez ́
–40 –30 –20 –10 0 10 20 30 40 50
Canonical variable 1
–10
–8
–6
–4
–2
0
2
4
6
8
10
12
14
Canonical variable 2
Malvar
Airén
Trepat
Monastrell
Fig. 13.6Plot of the wines on the plane defined by the first two canonical variables
13.3.4 Multivariate Statistical Techniques to Study Dependence
The principal objective of these techniques is to study the dependence between two
groups of variables, (X 1 ,X 2 , ...,Xp)and(Y 1 , ...,Yq), fromnobservations in
thesep+qvariables:
X 1 X 2 ...Xp Y 1 Y 2 ...Yq
Observ.
1
2
...
n
⎛ ⎜ ⎜ ⎜ ⎜ ⎝
x 1 , 1 x 1 , 2 ...x 1 ,p
x 2 , 1 x 2 , 2 ...x 2 ,p
... ... ... ...
xn, 1 xn, 2 ...xn,p
y 1 , 1 y 1 , 2 ...y 1 ,q
y 2 , 1 y 2 , 2 ...y 2 ,q
... ... ... ...
yn, 1 yn, 2 ...yn,q
⎞ ⎟ ⎟ ⎟ ⎟ ⎠
Besides the descriptive values, it is also interesting to know the correlations
between the two groups of variables (rXi,Yj). The multivariate statistical methods
for this data matrix areCanonical Correlation Analysis(CCA) to investigate the
relationship between both sets of variables, andMultivariate Regressionwith a view
to predicting the values of the response variables in the Y-block in function of the
variables in the X-block, using a mathematical model.