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Rotation in Correspondence Analysis from the Canonical Correlation Perspective
1Benesse Educational Research and Development Institute, 1-34, Ochiai, Tama-shi, Tokyo, Japan. n-makino@mail.benesse.co.jp.
Abstract:
Correspondence analysis (CA) is a statistical method for depicting the relationship between two categorical variables, and usually places an emphasis on graphical representations. In this study, we discuss a CA formulation based on canonical correlation analysis (CCA). In CCA-based formulation, the correlations within and between row/column categories in a reduced dimensional space can be expressed by canonical variables. However, in existing CCA-based formulations, only orthogonal rotation is permitted. Herein, we propose an alternative CCA-based formulation that permits oblique rotation. In the proposed formulation, the CA loss function can be defined as maximizing the generalized coefficient of determination, which is a measure of proximity between two variables. Simulation studies and real data examples are presented in order to demonstrate the benefits of the proposed formulation.
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