A TEST STATISTIC IN CANONICAL CORRELATION ANALYSIS FOR CATEGORICAL VARIABLES

• AOKI Kenji

  Graduate School of Information Science and Technology, Hokkaido University

• SATO Yoshiharu

  Graduate School of Information Science and Technology, Hokkaido University

Abstract

In canonical correlation analysis (CCA), it is important to estimate the number of nonzero canonical correlations in the population. One way to estimate the number is to consider the dimensionality testing problem. In CCA for continuous variables, some test statistics for the problem have been derived under the normality assumption. However, there are only a few papers on test statistics in CCA for categorical variables. In this article, a test statistic in CCA for categorical variables is suggested. The test statistic is derived from the rational used for continuous variables. Some properties of the test statistic are examined through mathematical investigations and numerical simulations.

Journal

• Behaviormetrika

  Behaviormetrika 34 (1), 59-74, 2007-01-01

  The Behaviormetric Society of Japan

Keywords

• asymptotic distributions
• canonical correlation analysis
• categorical variables
• correspondence analysis
• dimensionality testing problem
• Moses test
• multinomial distribution

Details

• CRID: 1573387452060104960
• NII Article ID: 110006240071
• NII Book ID: AA00095330
• ISSN: 03857417
• Text Lang: en
• Data Source:
  • CiNii Articles