Latent features with maximal correlation between two equal sets of variables
✍ Scribed by René Henrion; Günter Henrion
- Publisher
- John Wiley and Sons
- Year
- 1990
- Tongue
- English
- Weight
- 171 KB
- Volume
- 4
- Category
- Article
- ISSN
- 0886-9383
No coin nor oath required. For personal study only.
✦ Synopsis
If in two data tables X and Y objects are characterized by the same variables (measured at different occasions), then looking for common latent features should be more appropriate than choosing latent features in X and Y separately (e.g. as in canonical correlation or PLS). The procedure to be proposed here is a slight modification of the method of linear characteristics (according to De Groot and Li) by disclaiming the assumption of equal inner-block covariance matrices. In order to find weights defining a latent feature with maximal correlation between X and Y, a system of non-linear equations has to be solved. The procedure is applied to the investigation of heavy metal concentrations in different human tissues.