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Partial canonical directions

We summarise the effects of the partial adjustment in a similar fashion to that for a full adjustment. We make the following definition.

DEFINITION The tex2html_wrap_inline3623 partial canonical direction for the adjustment of B by F given D is the linear combination tex2html_wrap_inline4163 which maximises tex2html_wrap_inline4510 over all elements in tex2html_wrap_inline3820 with non-zero prior variance which are uncorrelated with each tex2html_wrap_inline4514 , scaled so that each tex2html_wrap_inline4516 . The values

displaymath4145

are termed the partial canonical resolutions.

The partial canonical directions for F given D are evaluated exactly as are the canonical directions for D, as described in subsection 3.6, but the eigenstructure is extracted from the partial resolution matrix

displaymath4501

The collection tex2html_wrap_inline4522 forms a ``grid'' of directions over tex2html_wrap_inline3820 , summarising the additional effects of the adjustment. Having adjusted by D, we expect to learn most additionally from F for those linear combinations of the elements of B which have large correlations with those partial canonical directions with large resolutions. The exact relation is as before, namely for any tex2html_wrap_inline4476 ,

equation993

where

displaymath4147

The system partial resolution is

displaymath4503

The resolution is additive, namely

displaymath4504

When we have made the adjustment, in addition to evaluating canonical standardised adjustments for the adjustment by D and by tex2html_wrap_inline4464 , we may obtain similar qualitative insights into the changes in adjustment by evaluating the partial canonical standardised adjustments which are as in subsection 4.3 but applied to the adjustment by tex2html_wrap_inline4374 .



David Wooff
Thu Oct 15 11:56:54 BST 1998