Barker, Chris
2003-Mar-21 14:19 UTC
[R] Redundancy in Variables (and canonical correlation)
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>