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statsmodels.multivariate.cancorr.CanCorr.corr_test

CanCorr.corr_test() [source]

Approximate F test Perform multivariate statistical tests of the hypothesis that there is no canonical correlation between endog and exog. For each canonical correlation, testing its significance based on Wilks’ lambda.

Returns:
Return type: CanCorrTestResults instance

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.multivariate.cancorr.CanCorr.corr_test.html