Random matrix approach to multivariate categorical data analysis

Abstract: Correlation and similarity measures are widely used in all the areas of sciences and social sciences. Often the variables are not numbers but are instead qualitative descriptors called categorical data. We define and study similarity matrix, as a measure of similarity, for the case of categorical data. This is of interest due to a deluge of categorical data, such as movie ratings, top-10 rankings and data from social media, in the public domain that require analysis. We show that the statistical properties of the spectra of similarity matrices, constructed from categorical data, follow those from random matrix theory. We demonstrate this approach by applying it to the data of Indian general elections and sea level pressures in North Atlantic ocean.