Generalized canonical analysis based on optimizing matrix correlations and a relation with IDIOSCAL
| Autor: | Robert Cléroux, Jos M. F. ten Berge, Henk A.L. Kiers |
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| Přispěvatelé: | Psychometrics and Statistics |
| Jazyk: | angličtina |
| Rok vydání: | 1994 |
| Předmět: |
Statistics and Probability
Applied Mathematics MATRIX CORRELATION IDIOSCAL FIT Matrix addition Matrix similarity Projection (linear algebra) Canonical analysis Combinatorics MODEL Computational Mathematics Matrix (mathematics) Computational Theory and Mathematics Matrix splitting Applied mathematics Matrix analysis GENERALIZED CANONICAL ANALYSIS ALGORITHM Eigendecomposition of a matrix Mathematics |
| Zdroj: | Computational Statistics & Data Analysis, 18(3), 331-340. ELSEVIER SCIENCE BV |
| ISSN: | 0167-9473 |
| Popis: | Carroll's method for generalized canonical analysis of two or more sets of variables is shown to optimize the sum of squared inner-product matrix correlations between a consensus matrix and matrices with canonical variates for each set of variables. In addition, the method that analogously optimizes the sum of squared RV matrix correlations (proposed by Escoufier, 1973) between a consensus matrix and matrices with canonical variates, can be interpreted as an application of Carroll and Chang's IDIOSCAL. A simple algorithm is developed for this and other applications of IDIOSCAL where the similarity matrices are positive semi-definite. |
| Databáze: | OpenAIRE |
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