Clinical Trials With Large Numbers of Variables: Important Advantages of Canonical Analysis

Canonical analysis assesses the combined effects of a set of predictor variables on a set of outcome variables, but it is little used in clinical trials despite the omnipresence of multiple variables. The aim of this study was to assess the performance of canonical analysis as compared with traditional multivariate methods using multivariate analysis of covariance (MANCOVA). As an example, a simulated data file with 12 gene expression levels and 4 drug efficacy scores was used. The correlation coefficient between the 12 predictor and 4 outcome variables was 0.87 (P = 0.0001) meaning that 76% of the variability in the outcome variables was explained by the 12 covariates. Repeated testing after the removal of 5 unimportant predictor and 1 outcome variable produced virtually the same overall result. The MANCOVA identified identical unimportant variables, but it was unable to provide overall statistics. (1) Canonical analysis is remarkable, because it can handle many more variables than traditional multivariate methods such as MANCOVA can. (2) At the same time, it accounts for the relative importance of the separate variables, their interactions and differences in units. (3) Canonical analysis provides overall statistics of the effects of sets of variables, whereas traditional multivariate methods only provide the statistics of the separate variables. (4) Unlike other methods for combining the effects of multiple variables such as factor analysis/partial least squares, canonical analysis is scientifically entirely rigorous. (5) Limitations include that it is less flexible than factor analysis/partial least squares, because only 2 sets of variables are used and because multiple solutions instead of one is offered. We do hope that this article will stimulate clinical investigators to start using this remarkable method.