2016
DOI: 10.1214/16-ss116
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Measuring multivariate association and beyond

Abstract: Simple correlation coefficients between two variables have been generalized to measure association between two matrices in many ways. Coefficients such as the RV coefficient, the distance covariance (dCov) coefficient and kernel based coefficients are being used by different research communities. Scientists use these coefficients to test whether two random vectors are linked. Once it has been ascertained that there is such association through testing, then a next step, often ignored, is to explore and uncover … Show more

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Cited by 76 publications
(69 citation statements)
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References 88 publications
(135 reference statements)
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“…In canonical correlation analysis [CCA; 19], the first k pairs of Xand Ycanonical variates are given by X * M and Y * L, where X * and Y * are column-standardized versions of X and Y, M is the p × k loading matrix for X * , and L is the q × k loading matrix for Y * . The matrices M and L are obtained by maximizing the RV coefficient RV (X * M, Y * L) [4]. Our work on the contribution plot suggests an alternative criterion function to maximize, namely RV (X * M, Y * L|α m ), where α m is the power that minimizes the p-value of the test based on the generalized RV coefficient RV (X * , Y * |α) in equation (9).…”
Section: Discussionmentioning
confidence: 99%
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“…In canonical correlation analysis [CCA; 19], the first k pairs of Xand Ycanonical variates are given by X * M and Y * L, where X * and Y * are column-standardized versions of X and Y, M is the p × k loading matrix for X * , and L is the q × k loading matrix for Y * . The matrices M and L are obtained by maximizing the RV coefficient RV (X * M, Y * L) [4]. Our work on the contribution plot suggests an alternative criterion function to maximize, namely RV (X * M, Y * L|α m ), where α m is the power that minimizes the p-value of the test based on the generalized RV coefficient RV (X * , Y * |α) in equation (9).…”
Section: Discussionmentioning
confidence: 99%
“…In this section, we define the RV coefficient and its population counterpart, the multivariate correlation coefficient ρ V , following [4]. Our intended use of the RV coefficient is to investigate correlations between matrices of genetic marker genotypes and brain phenotypes, and our descriptions will be in those terms, though the methods apply in any multivariate setting.…”
Section: The Contribution Plotmentioning
confidence: 99%
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“…120 A Mantel's test can be used to test the hypothesis that geographic distance predicts similarity in the composition of bacterial communities across sites. 121 This model assumes that the relationship between the geographic distance and community dissimilarity is linear and that small or large values in one matrix correspond to similarly sized values in the other. 122 For this reason, the Mantel test can assess the extent to which dispersal, birth, death, and other contagious biotic processes induce spatial autocorrelation in the data (eg, communities are more similar when they are geographic neighbors, with incremental gains in community dissimilarity occurring with increasing geographic separation).…”
Section: Dispersalmentioning
confidence: 99%
“…A Mantel's test can be used to test the hypothesis that geographic distance predicts similarity in the composition of bacterial communities across sites 121 . This model assumes that the relationship between the geographic distance and community dissimilarity is linear and that small or large values in one matrix correspond to similarly sized values in the other 122 .…”
Section: Case Study -Applying the Neutral Model To The Subgingival MImentioning
confidence: 99%