On a test of dimensionality in redundancy analysis

Lazraq and Cléroux (Psychometrika, 2002, 411–419) proposed a test for identifying the number of significant components in redundancy analysis. This test, however, is ill-conceived. A major problem is that it regards each redundancy component as if it were a single observed predictor variable, which cannot be justified except for the rare situations in which there is only one predictor variable. Consequently, the proposed test leads to drastically biased results, particularly when the number of predictor variables is large, and it cannot be recommended for use. This is shown both theoretically and by Monte Carlo studies.The work reported in this paper was supported by Grant A6394 to the first author from the Natural Sciences and Engineering Research Council of Canada.