A Model and Simple Iterative Algorithm For Redundancy Analysis
- 1 July 1988
- journal article
- Published by Taylor & Francis in Multivariate Behavioral Research
- Vol. 23 (3) , 349-360
- https://doi.org/10.1207/s15327906mbr2303_4
Abstract
Stewart and Love proposed redundancy as an index for measuring the amount of shared variance between two sets of variables. van den Wollenberg presented a method for maximizing redundancy. Johansson extended the approach to include derivation of optimal Y-variates, given the X-variates. This paper shows that redundancy maximization with Johansson's extension can be accomplished via a simple iterative algorithm based on Wold's Partial Least Squares.Keywords
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