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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.
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Arnold L. van den Wollenberg (Wed,) studied this question.
www.synapsesocial.com/papers/69d72dc8b6c880d6aaf509d8 — DOI: https://doi.org/10.1007/bf02294050
Arnold L. van den Wollenberg
Psychometrika
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