Title

Testing For The Redundancy Of Variables In Principal Components-Analysis

Authors

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

DOI Link

http://dx.doi.org/10.1016/0167-7152(91)90114-7

Language

English

First Page

495

Last Page

501

WOS Identifier

WOS:A1991FT61400007

ISSN

0167-7152

Recommended Citation

"Testing For The Redundancy Of Variables In Principal Components-Analysis" (1991). Faculty Bibliography 1990s. 328.
https://stars.library.ucf.edu/facultybib1990/328