Testing For The Redundancy Of Variables In Principal Components-Analysis
Abbreviated Journal Title
Stat. Probab. Lett.
ASYMPTOTIC EXPANSION; BARTLETT ADJUSTMENT FACTOR; DIMENSIONALITY; REDUCTION; MATRICES; Statistics & Probability
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.
Statistics & Probability Letters
"Testing For The Redundancy Of Variables In Principal Components-Analysis" (1991). Faculty Bibliography 1990s. 328.