Abstract
Redundancy analysis (also called principal components analysis of instrumental variables) is a technique for two sets of variables, one set being dependent of the other. Its aim is maximization of the explained variance of the dependent variables by a linear combination of the explanatory variables. The technique is generalized to qualitative variables; it then gives implicitly a simultaneous ‘optimal’ scaling of the dependent, qualitative variables. Examples are taken from the Dutch Life Situation Survey 1977, using Satisfaction with Life and Happiness as dependent variables. The analysis leads to one well-being scale, defined by the explanatory variables Marital status, Schooling, Income and Activity.
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Israels, A.Z. Redundancy analysis for qualitative variables. Psychometrika 49, 331–346 (1984). https://doi.org/10.1007/BF02306024
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DOI: https://doi.org/10.1007/BF02306024