A regression model that uses more than one <a href="search.pl?p=dependent variable">dependent variable</a> and more than one <a href="search.pl?p=explanatory variable">explanatory variable</a>. The canonical weights provide an index for the dependent variables but without a theory. Despite a number of attempts, it seems to have no value for forecasting (e.g., Fralicx and Raju, 1982, tried but failed). <o:p></o:p></P>
 <ul>
   <li>Fralicx, R. &amp; N. S. Raju (1982), “A comparison of 
five methods for combining multiple criteria into a single composite,” 
<I>Educational and Psychological Measurement</I>, 42, 
823-827.</li>
 </ul>