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Correspondence Analysis


Correspondence analysis is a method for representing the association between the rows and columns of a contingency table in a low-dimensional Euclidean space. Let N be a nonzero nonnegative data matrix, let n be the sum of all its entries, and put P=N/n. After any rows or columns with zero marginal total are removed, let r and c be the row and column marginal proportions and let D_r and D_c be the corresponding diagonal matrices. Correspondence analysis forms the standardized residual matrix

 S=D_r^(-1/2)(P-rc^T)D_c^(-1/2).

A singular value decomposition

 S=USigmaV^T

then gives coordinates for plotting the row and column profiles. The squared Frobenius norm of S is the Pearson chi-squared statistic divided by n, so the method decomposes the table's departure from row-column independence.


See also

Chi-Squared Test, Contingency Table, Frobenius Norm, Matrix, Multidimensional Scaling, Singular Value Decomposition

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References

Greenacre, M. J. Theory and Applications of Correspondence Analysis. London: Academic Press, 1984.

Cite this as:

Weisstein, Eric W. "Correspondence Analysis." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/CorrespondenceAnalysis.html

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