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:
CanCorrTestResults instance

Last update: Dec 14, 2023