ERIC Number: EJ968028
Record Type: Journal
Publication Date: 2012-Jul
Pages: 19
Abstractor: As Provided
ISBN: N/A
ISSN: ISSN-0033-3123
EISSN: N/A
Functional Extended Redundancy Analysis
Hwang, Heungsun; Suk, Hye Won; Lee, Jang-Han; Moskowitz, D. S.; Lim, Jooseop
Psychometrika, v77 n3 p524-542 Jul 2012
We propose a functional version of extended redundancy analysis that examines directional relationships among several sets of multivariate variables. As in extended redundancy analysis, the proposed method posits that a weighed composite of each set of exogenous variables influences a set of endogenous variables. It further considers endogenous and/or exogenous variables functional, varying over time, space, or other continua. Computationally, the method reduces to minimizing a penalized least-squares criterion through the adoption of a basis function expansion approach to approximating functions. We develop an alternating regularized least-squares algorithm to minimize this criterion. We apply the proposed method to real datasets to illustrate the empirical feasibility of the proposed method.
Descriptors: Redundancy, Psychometrics, Computation, Least Squares Statistics, Evaluation Methods, Multivariate Analysis
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Publication Type: Journal Articles; Reports - Evaluative
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A
Grant or Contract Numbers: N/A