The simplified component technique: An alternative to rotated principal components

被引：26

作者：

Jolliffe, IT

Uddin, M

机构：

[1] Univ Aberdeen, Kings Coll, Dept Math Sci, Aberdeen AB24 3UE, Scotland

[2] Univ Karachi, Dept Stat, Karachi 75270, Pakistan

来源：

JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS | 2000年 / 9卷 / 04期

关键词：

interpretation; rotation; simple structure;

D O I：

10.2307/1391088

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It is fairly common, following a principal component analysis, to rotate components in order to simplify their structure. Here, we propose an alternative to this two-stage procedure which involves only one stage and combines the objectives of variance maximization and simplification. It is shown, using examples, that the new technique can provide alternative ways of interpreting a dataset. Some properties of the technique are investigated using a simulation study.

引用

页码：689 / 710

页数：22