[R] Redundancy in Variables (and canonical correlation)
Barker, Chris
Barker at medtap.com
Fri Mar 21 15:19:45 CET 2003
Base on the earlier question: there is a "redundancy" measure for
Canonical Correlation "Canonical Correlation Redundancy Analysis". You
may be able to adapt it to your situation.
See the
paper by
Stewart David W., Love W. (1968), A General Canonical Correlation Index,
Psychological Bulletin, 70, 160-163.
There are dozens of references to it and "canonical correlation
redundancy "
on a Google Search (many are pointers to the online SAS help).
Chris Barker
Director of Statistical Research
MEDTAP International, Inc.
Redwood City, Ca
www.medtap.com
650 632 4218
>
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