Redundancy analysis an alternative for canonical correlation analysis
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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.
Key wordsprincipal components generalized multiple correlation analysis cross battery principle component analysis
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- Thissen, M. & Van den Wollenberg, A.L.REDANAL. A fortran IV G/H program for redundancy analysis (Research Bulletin 26). Nijmegen, the Netherlands: University of Nijmegen, Department of Mathematical Psychology, 1975.Google Scholar