Rotation of Iii‐Defined Principal Components
I. T. Jolliffe
Journal of the Royal Statistical Society Series C, 1989, vol. 38, issue 1, 139-147
Abstract:
Following a principal component analysis, it is a fairly common practice to rotate the first few components. The idea is that the rotated versions of the components, while jointly conveying the same information as the unrotated components, may be much easier to interpret. There are some drawbacks to rotation, but it is argued in this paper that rotation can be a useful procedure. However, rotation is best reserved for groups of principal components (not necessarily the first few) whose variances are nearly equal.
Date: 1989
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Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:38:y:1989:i:1:p:139-147
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