Testing For The Redundancy Of Variables In Principal Components-Analysis

    Authors

    J. R. Schott

    Comments

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    Abbreviated Journal Title

    Stat. Probab. Lett.

    Keywords

    ASYMPTOTIC EXPANSION; BARTLETT ADJUSTMENT FACTOR; DIMENSIONALITY; REDUCTION; MATRICES; Statistics & Probability

    Abstract

    When all of the important principal components have zero coefficients on the same original variables, then those variables are redundant and may be eliminated. Tyler (1981) derived a statistic suitable for testing such a hypothesis. An asymptotic expansion for the mean of this statistic is obtained and used to calculate a Bartlett adjustment factor. The performances of the unadjusted and adjusted statistics are investigated in a simulation.

    Journal Title

    Statistics & Probability Letters

    Volume

    11

    Issue/Number

    6

    Publication Date

    1-1-1991

    Document Type

    Article

    Language

    English

    First Page

    495

    Last Page

    501

    WOS Identifier

    WOS:A1991FT61400007

    ISSN

    0167-7152

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