Standard error estimates for rotated estimates of canonical correlation analysis: an implementation of the infinitesimal jackknife method

In applications of canonical correlation analysis (CCA), rotation of the canonical loadings is recommended to facilitate the interpretation of canonical variates. Based on the COSAN modeling approach to CCA proposed by Gu et al. (Multivar Behav Res 54:192–223, 2019), we describe the infinitesimal jackknife (IJ) method in modified COSAN-CCA models to obtain the IJ estimates of standard errors for rotated CCA estimates. Specifically, given two CCA...