Generalized canonical correlation analysis of matrices with missing rows: a simulation study

A method is presented for generalized canonical correlation analysis of two or more matrices with missing rows. The method is a combination of Carroll’s (1968) method and the missing data approach of the OVERALS technique (Van der Burg, 1988). In a simulation study we assess the performance of the method and compare it to an existing procedure called GENCOM, proposed by Green and Carroll (1988). We find that the proposed method outperforms the GENCOM algorithm both with respect to model fit and recovery of the true structure. The research of Michel van de Velden was partly funded through EU Grant HPMF-CT-2000-00664. The authors would like to thank the associate editor and three anonymous referees for their constructive comments and suggestions that led to a considerable improvement of the paper.