Constrained Canonical Correlation

Psychometrika, Volume 47, Issue 4, pp 489-516, 1982

Posted: 11 May 2016

See all articles by Wayne S. DeSarbo

Wayne S. DeSarbo

Pennsylvania State University

Robert Hausman

Independent

Shen Lin

Independent

Wesley Thompson

Independent

Date Written: December 1982

Abstract

This paper explores some of the problems associated with traditional canonical correlation. A response surface methodology is developed to examine the stability of the derived linear functions, where one wishes to investigate how much the coefficients can change and still be in an e-neighborhood of the globally optimum canonical correlation value. In addition, a discrete (or constrained) canonical correlation method is formulated where the derived coefficients of these linear functions are constrained to be in some small set, e.g., {1, 0, -1}, to aid in the interpretation of the results. An example concerning the psychographic responses of Wharton MBA students of the University of Pennsylvania regarding driving preferences and life-style considerations is provided.

Keywords: canonical correlation, constrained multivariate analysis, response surface analysis

Suggested Citation

DeSarbo, Wayne S. and Hausman, Robert and Lin, Shen and Thompson, Wesley, Constrained Canonical Correlation (December 1982). Psychometrika, Volume 47, Issue 4, pp 489-516, 1982, Available at SSRN: https://ssrn.com/abstract=2778171

Wayne S. DeSarbo (Contact Author)

Pennsylvania State University ( email )

University Park
State College, PA 16802
United States

Robert Hausman

Independent ( email )

Shen Lin

Independent ( email )

Wesley Thompson

Independent ( email )

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Abstract Views
189
PlumX Metrics