APPLICATION OF VARIMAX ROTATION TO CANONICAL DISCRIMINANT ANALYSIS

Abstract

Varimax rotation is often used in factor analysis in order to make the interpretation of the loading matrix easy to understand by trying to reduce it into a simple structure. In this paper the author applies the rotation to canonical discriminant analysis for the same purpose, replacing the loading matrix by the canonical variates standardized in terms of the within-group variance. The method is illustrated by two data sets: medical data on the aged with 9 groups, 62 individuals and 16 variables, and Fisher's iris data. A set of simple artificial data is also presented in order to make it easier to understand the method and to check the correctness of the computer program.