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Selection of components in principal component analysis: A comparison of methods

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  • Ferre, Louis

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  • Ferre, Louis, 1995. "Selection of components in principal component analysis: A comparison of methods," Computational Statistics & Data Analysis, Elsevier, vol. 19(6), pages 669-682, June.
    • Handle: RePEc:eee:csdana:v:19:y:1995:i:6:p:669-682
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    References listed on IDEAS

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    1. Nagarsenker, B. N. & Pillai, K. C. S., 1973. "The distribution of the sphericity test criterion," Journal of Multivariate Analysis, Elsevier, vol. 3(2), pages 226-235, June.
    2. Caussinus, Henri & Ferre, Louis, 1992. "Comparing the parameters of a model for several units by means of principal component analysis," Computational Statistics & Data Analysis, Elsevier, vol. 13(3), pages 269-280, April.
    3. Davis, A. W., 1972. "On the ratios of the individual latent roots to the trace of a Wishart matrix," Journal of Multivariate Analysis, Elsevier, vol. 2(4), pages 440-443, December.
    4. Besse, Philippe, 1992. "PCA stability and choice of dimensionality," Statistics & Probability Letters, Elsevier, vol. 13(5), pages 405-410, April.
    5. I. T. Jolliffe, 1972. "Discarding Variables in a Principal Component Analysis. I: Artificial Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 21(2), pages 160-173, June.
    6. Wayne Velicer, 1976. "Determining the number of components from the matrix of partial correlations," Psychometrika, Springer;The Psychometric Society, vol. 41(3), pages 321-327, September.
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    Cited by:

    1. Peres-Neto, Pedro R. & Jackson, Donald A. & Somers, Keith M., 2005. "How many principal components? stopping rules for determining the number of non-trivial axes revisited," Computational Statistics & Data Analysis, Elsevier, vol. 49(4), pages 974-997, June.
    2. Kelly P. Murillo & Eugenio M. Rocha, 2020. "Factors Influencing the Economic Behavior of the Food, Beverages and Tobacco Industry: A Case Study for Portuguese Enterprises," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 6(2), pages 99-121, December.
    3. Dray, Stephane, 2008. "On the number of principal components: A test of dimensionality based on measurements of similarity between matrices," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 2228-2237, January.
    4. Shu Wang & Jia-Ren Lin & Eduardo D Sontag & Peter K Sorger, 2019. "Inferring reaction network structure from single-cell, multiplex data, using toric systems theory," PLOS Computational Biology, Public Library of Science, vol. 15(12), pages 1-25, December.
    5. Josse, Julie & Husson, François, 2012. "Selecting the number of components in principal component analysis using cross-validation approximations," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1869-1879.

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