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1990 | OriginalPaper | Buchkapitel

Selecting the Best Subset of Variables in Principal Component Analysis

verfasst von : P. L. Gonzalez, R. Cléroux, B. Rioux

Erschienen in: Compstat

Verlag: Physica-Verlag HD

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The problem of variable selection, in Principal Component Analysis (PCA) has been studied by several authors [1] but as yet, no selection procedures are found in the classical statistical computer softwares. Such selection procedures are found, on the other hand, for linear regression or discriminant analysis because the selection criteria are based on well known quantities such as the multiple correlation coefficient or the average prediction error.

Metadaten
Titel
Selecting the Best Subset of Variables in Principal Component Analysis
verfasst von
P. L. Gonzalez
R. Cléroux
B. Rioux
Copyright-Jahr
1990
Verlag
Physica-Verlag HD
DOI
https://doi.org/10.1007/978-3-642-50096-1_18