Generalized canonical correlation analysis of matrices with different row and column orders

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Psychometrika 71, 2 (June 2006), 323-331
To cite or link this document: Van de Velden, Michel Bijmolt, Tammo
dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresa 2003-06-01
dc.identifier.citation Psychometrika 71, 2 (June 2006), 323-331
dc.description.abstract A Method is offered that makes it possible to apply generalized canonical correlations analysis (CANCOR) to two or more matrices of different row and column order. The new method optimizes the generalized canonical correlation analysis objective by considering only the observed values. This is achieved by employing selection matrices. We present and discuss fit measures to assess the quality of the solutions. In a simulation study we assess the performance of our new method and compare it to an existing procedure called GENCOM, proposed by Green and Carroll. We find that our new method outperforms the GENCOM algorithm both with respect to model fit and recovery of the true structure. Moreover, as our new method does not require any type of iteration it is easier to implement and requires less computation. We illustrate the method by means of an example concerning the relative positions of the political parties in the Netherlands based on provincial data.
dc.language.iso eng
dc.relation.ispartofseries Economics and Business Working Papers Series; 696
dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
dc.title Generalized canonical correlation analysis of matrices with different row and column orders
dc.title.alternative Generalized canonical correlation analysis of matrices with missing rows: a simulation study
dc.type info:eu-repo/semantics/workingPaper 2016-06-04T02:50:41Z
dc.subject.keyword Statistics, Econometrics and Quantitative Methods
dc.subject.keyword generalized canonical correlation analysis
dc.subject.keyword perceptual mapping
dc.rights.accessRights info:eu-repo/semantics/openAccess

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