Canonical correlation and assortative matching: a remark

@article{Dupuy2015CanonicalCA,
  title={Canonical correlation and assortative matching: a remark},
  author={Arnaud Dupuy and Alfred Galichon},
  journal={Annals of economics and statistics},
  year={2015},
  pages={375}
}
In the context of the Beckerian theory of marriage, when men and women match on a single-dimensional index that is the weighted sum of their respective multivariate attributes, many papers in the literature have used linear canonical correlation, and related techniques, in order to estimate these weights. We argue that this estimation technique is inconsistent and suggest some solutions. 
2 Citations
Estimating matching affinity matrices under low-rank constraints
TLDR
A novel method is proposed that incorporates a nuclear norm regularization that effectively enforces a rank constraint on the affinity matrix and reveals the main factors that are relevant for matching in high-dimensional optimal transport problems.
Estimating Matching Affinity Matrix Under Low-Rank Constraints
TLDR
A novel method is proposed that incorporates a nuclear norm regularization which effectively enforces a rank constraint on the affinity matrix and reveals the main factors which are relevant for matching in high dimensional optimal transport problems.

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