THE RC (M) ASSOCIATION MODEL AND CANONICAL CORRELATION ANALYSIS
Nobuoki Eshima, Minoru Tabata · JOURNAL OF THE JAPAN STATISTICAL SOCIETY · 1997
This paper considers the utility of the RC (M) association model for analysing association between two sets of ordinal variables. It is shown that the RC (M) association model approximates the discretized multivariate normal distribution and that the association model relates to canonical correlation analysis. Numerical examples demonstrate the present discussion.