Rotation in Correspondence Analysis from the Canonical Correlation Perspective.

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.