An extension of Wollenberg's redundancy analysis

An extension of Wollenberg's redundancy analysis is proposed to deriveY-variates corresponding to the optimalX-variates. These variates are maximally correlated with the givenX-variates, and depending upon the standardization chosen they also have certain properties of orthogonality.The author wants to acknowledge the benefit of several discussions on the topic of this article with Rick Bagozzi, as well as the constructive comments made by several anonymous reviewers. For assistance with the computer analysis, thanks are due to Bill Burrows and John Thorson.