Title

Testing For The Redundancy Of Variables In Principal Components Analysis

Keywords

Asymptotic expansion; Bartlett adjustment factor; dimensionality reduction

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. © 1991.

Publication Date

1-1-1991

Publication Title

Statistics and Probability Letters

Volume

11

Issue

6

Number of Pages

495-501

Document Type

Article

Personal Identifier

scopus

DOI Link

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

Socpus ID

44949270805 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/44949270805

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