The possibility of using component analysis for nominal data is discussed. Particularly, two nomi nal scale correlation coefficients are applicable, namely, Tschuprow's coefficient and the J index. The reason is that they are E-correlation coeffi cients; that is, they satisfy the requirements of a scalar product between normalized vectors in a Eu clidean space. Some characteristics of these coeffi cients are described. The contingency coefficient and Cramér's V are shown not to be applicable in a component analysis. An example of a truncated component analysis on artifical nominal data is in cluded with both the J index and Tschuprow's coef ficient.
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