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Redundancy Analysis an Alternative for Canonical Correlation Analysis

Published online by Cambridge University Press:  01 January 2025

Arnold L. van den Wollenberg
Arnold L. van den Wollenberg*
Affiliation:
University of Nijmegen
*
Requests for reprints should be sent to Arnold L. van den Wollenberg, 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.

Keywords

principal componentsgeneralized multiple correlation analysiscross battery principle component analysis
Type
Original Paper
Information
Psychometrika , Volume 42 , Issue 2 , June 1977 , pp. 207 - 219
Copyright
Copyright © 1977 The Psychometric Society

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Footnotes

A Fortran IV program for the method of redundancy analysis described in this paper can be obtained from the author upon request.

References

Reference Notes

Thissen, M. & Van den Wollenberg, A.L. REDANAL. A fortran IV G/H program for redundancy analysis, 1975, Nijmegen, the Netherlands: University of Nijmegen, Department of Mathematical Psychology.Google Scholar

References

Anderson, T.W. an introduction to multivariate statistical analysis, 1958, New York: Wiley.Google Scholar
Stewart, D. & Love, W. A general canonical correlation index. Psychological Bulletin, 1968, 70, 160–163.CrossRefGoogle ScholarPubMed