Sparse canonical correlation analysis between an alcohol biomarker and self-reported alcohol consumption. Issue 10 (26th November 2017)

• Record Type: Journal Article
• Authors: Helian, Shanjun; Brumback, Babette A.; Cook, Robert L.
• Is Part Of: Communications in statistics. Volume 46:Issue 10(2017)
• Page Start: 7924
• Page End: 7941
• Publication Date: 2017-11-26
• Subjects: L1 penalty -- Partial canonical correlation -- Regularized canonical correlation analysis -- Repeated measures; Primary 62H20 -- Secondary 62G08; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2016.1255971
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: In investigating the correlation between an alcohol biomarker and self-report, we developed a method to estimate the canonical correlation between two high-dimensional random vectors with a small sample size. In reviewing the relevant literature, we found that our method is somewhat similar to an existing method, but that the existing method has been criticized as lacking theoretical grounding in comparison with an alternative approach. We provide theoretical and empirical grounding for our method, and we customize it for our application to produce a novel method, which selects linear combinations that are step functions with a sparse number of steps.