Canonical/Redundancy Factoring Analysis

Psychometrika 46(3) pp. 307-329

23 Pages Posted: 2 May 2016

Date Written: September 1981


The interrelationships between two sets of measurements made on the same subjects can be studied by canonical correlation. Originally developed by Hotelling [1936], the canonical correlation is the maximum correlation between linear functions (canonical factors) of the two sets of variab|es. An alternative statistic to investigate the interrelationships between two sets of variables is the redundancy measure, developed by Stewart and Love [1968]. Van Den Wollenberg [1977] has developed a method of extracting factors which maximize redundancy, as opposed to canonical correlation.

A component method is presented which maximizes user specified convex combinations of canonical correlation and the two nonsymmetric redundancy measures presented by Stewart and Love. Monte Carlo work comparing canonical correlation analysis, redundancy analysis, and various canonical/redundancy factoring analyses or/the Van Den Wollenberg data is presented. An empirical example is also provided.

Keywords: canonical correlation, redundancy analysis, hybrid models

Suggested Citation

DeSarbo, Wayne S., Canonical/Redundancy Factoring Analysis (September 1981). Psychometrika 46(3) pp. 307-329, Available at SSRN:

Wayne S. DeSarbo (Contact Author)

Pennsylvania State University ( email )

University Park
State College, PA 16802
United States

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