Assessing the Stability of Principal Components Using Regression

This paper presents an analysis of the stability of principal components. Stability is measured by the expectation of the absolute inner product of the sample principal component with the corresponding population component. The usefulness and predictive validity of the model were supported through s...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Psychometrika 1995-09, Vol.60 (3), p.355-369
Hauptverfasser: Sinha, Atanu R, Buchanan, Bruce S
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:This paper presents an analysis of the stability of principal components. Stability is measured by the expectation of the absolute inner product of the sample principal component with the corresponding population component. The usefulness and predictive validity of the model were supported through simulation. (SLD)
ISSN:0033-3123
1860-0980
DOI:10.1007/BF02294380