Redundancy analysis an alternative for canonical correlation analysis |
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| Authors: | Arnold L. van den Wollenberg |
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| Affiliation: | (1) Department of Mathematical Psychology, Psychologisch Laboratorium, Universiteit Nymegen, Erasmuslaan 16, The Netherlands |
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| Abstract: | A component method is presented maximizing Stewart and Love's redundancy index. Relationships with multiple correlation and principal component analysis are pointed out and a rotational procedure for obtaining bi-orthogonal variates is given. An elaborate example comparing canonical correlation analysis and redundancy analysis on artificial data is presented.A Fortran IV program for the method of redundancy analysis described in this paper can be obtained from the author upon request. |
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| Keywords: | principal components generalized multiple correlation analysis cross battery principle component analysis |
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