Abstract
A method of generalized constrained redundancy analysis (GCRA) is proposed, which incorporates external information in redundancy analysis (RA). In this method both the criterion variables and the orthogonal projector defined by the predictor variables are first decomposed into several components according to the external information, and RA is applied to the decomposed matrices. By combining the terms in the two decompositions, a variety of existing and new methods of RA are realized including a variety of partial (non-partial, partial, semi-partial and bi-partial) and constrained (unconstrained, semi-constrained and bi-constrained) RA. An example is given to illustrate the method.
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The work reported in this paper has been supported by research grants from the Natural Sciences and Engineering Research Council of Canada to the first author. Requests for reprints should be sent to Yoshio Takane, Department of Psychology, McGill University, 1205 Dr. Penfiled Avenue, Montréal, QC, H3A 1B1, Canada.
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Takane, Y., Jung, S. Generalized Constrained Redundancy Analysis. Behaviormetrika 33, 179–192 (2006). https://doi.org/10.2333/bhmk.33.179
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DOI: https://doi.org/10.2333/bhmk.33.179