haotu : an open lab notebook

2012/03/14

RDA Redundancy Analysis

Filed under: Uncategorized — S @ 07:54

is similar to canonical correlation analysis but allows the user to derive a specified number of synthetic variables from one set of (independent) variables that explain as much variance as possible in another (independent) set. It is a multivariate analogue of regression.

http://midag.cs.unc.edu/pubs/papers/Pschometrika81_Muller.pdf

The redundancy statistic can be characterized as the mean squared loadings of one set on a canonical variate of the other set.

Redundancy analysis should be treated as evaluating adequacy of regression (prediction) and not association.

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