Canonical/redundancy factoring analysis

Wayne Desarbo

Research output: Contribution to journalArticlepeer-review

11 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)307-329
Number of pages23
JournalPsychometrika
Volume46
Issue number3
DOIs
StatePublished - Sep 1 1981

All Science Journal Classification (ASJC) codes

  • Psychology(all)
  • Applied Mathematics

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