Title

Common Principal Component Subspaces In two Groups

Comments

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Abbreviated Journal Title

Commun. Stat.-Theory Methods

Keywords

Biology; Mathematical & Computational Biology; Statistics & Probability

Abstract

One important practical application of principal component analysis is to reduce a large number of variables, say p, to a smaller number, m, by making use of the first m principal components. This technique can easily be extended to two or more groups if the subspaces spanned by the first m principal components are the same for all groups. In this paper we develop an approximate procedure for testing such a hypothesis of common subspaces when two groups are involved. The adequacy of the approximation is investigated by a simulation and the method is illustrated by a numerical example.

Journal Title

Communications in Statistics-Theory and Methods

Volume

75

Issue/Number

2

Publication Date

1-1-1988

Document Type

Article

Language

English

First Page

229

Last Page

236

WOS Identifier

WOS:A1988N941300006

ISSN

0006-3444

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