Canonical/Redundancy Factoring Analysis

1 September 1981

journal article
Published by Cambridge University Press (CUP) in Psychometrika

Vol. 46 (3) , 307-329
https://doi.org/10.1007/bf02293738

Abstract

The interrelationships between two sets of measurements made on the same subjects can be studied by canonical correlation. Originally developed by Hotelling [1936], the canonical correlation is the maximum correlation between linear functions (canonical factors) of the two sets of variables. An alternative statistic to investigate the interrelationships between two sets of variables is the redundancy measure, developed by Stewart and Love [1968]. Van Den Wollenberg [1977] has developed a method of extracting factors which maximize redundancy, as opposed to canonical correlation.A component method is presented which maximizes user specified convex combinations of canonical correlation and the two nonsymmetric redundancy measures presented by Stewart and Love. Monte Carlo work comparing canonical correlation analysis, redundancy analysis, and various canonical/redundancy factoring analyses on the Van Den Wollenberg data is presented. An empirical example is also provided.

Keywords

This publication has 6 references indexed in Scilit:

Mathematical Optimization and Economic Theory
Published by Society for Industrial & Applied Mathematics (SIAM) ,2002
Redundancy Analysis an Alternative for Canonical Correlation Analysis
Psychometrika, 1977
On redundancy in canonical analysis.
Psychological Bulletin, 1976
Experiments with Mixtures: A Review
Technometrics, 1973
A general canonical correlation index.
Psychological Bulletin, 1968
RELATIONS BETWEEN TWO SETS OF VARIATES
Biometrika, 1936