Principal component analysis

Christopher Chatfield and Alexander J. Collins
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Christopher Chatfield: Bath University, School of Mathematics
Alexander J. Collins: Bath University, School of Mathematics

Chapter Chapter Four in Introduction to Multivariate Analysis, 1980, pp 57-81 from Springer

Abstract: Abstract In order to examine the relationships among a set of p correlated variables, it may be useful to transform the original set of variables to a new set of uncorrelated variables called principal components. These new variables are linear combinations of the original variables and are derived in decreasing order of importance so that, for example, the first principal component accounts for as much as possible of the variation in the original data. The transformation is in fact an orthogonal rotation in p-space.

Keywords: Principal Component Analysis; Covariance Matrix; Correlation Matrix; Original Variable; Component Score (search for similar items in EconPapers)
Date: 1980
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DOI: 10.1007/978-1-4899-3184-9_4

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