11.1 The population covariance matrix for changes in the numbers of users of four different illicit drugs

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11.1 The population covariance matrix for changes in the numbers of users of four different illicit drugs was given in Exercise 3.1. Suppose it is desired to try to predict changes in marijuana and opium use from changes in the use of LSD and heroin. Determine the two canonical variates and their correlations, and interpret the results.

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