Double restricted Co-Inertia Analysis

In this paper, an extension of the Co-Inertia Analysis 1 is proposed. This extension is based on an objective function which takes directly into account the external information, as linear restrictions, about parameters of both sets of variables, by rewriting the Co-Inertia Analysis objective function according to the principle of Restricted Eigenvalue Problem 2. A restricted extension of Wold's two-block ‘Mode A’ Partial Least Squares 3 is also proposed. Copyright © 2007 John Wiley & Sons, Ltd.