Pearson Correlation
y = x
pearson correlation
simple linear regression
two-group independent t-test
Multiple Regression
y = x1 x2 x3
y = x*
pearson correlation
simple linear regression
2-group independent t-test
multiple correlation
multiple linear regression
ANOVA / ANCOVA
2-group discriminant function
Hotelling's T2
Note: x* is a linear combination of the x's
Canonical Correlation
y1 y2 y3 = x1 x2 x3 x4 x5
y*d1 = x*d1
y*d2 = x*d2
y*d3 = x*d3
pearson correlation
simple linear regression
2-group independent t-test
multiple correlation
multiple linear regression
ANOVA / ANCOVA
2-group discriminant function
Hotelling's T2
canonical correlation analysis
k-group discriminant function
MANOVA / MANCOVA
Note: y* is a linear combination of the y's
Note: x* is a linear combination of the x's
Multivariate Course Page
Phil Ender, 29Jan98