Abstract
In this chapter two separate, but related, topics are considered, both of which are concerned with choosing a subset of variables. In the first section, the choice to be examined is how many PCs adequately account for the total variation in x. The major objective in many applications of PCA is to replace the p elements of x by a much smaller number, m, of PCs, which nevertheless discard very little information. It is crucial to know how small m can be taken without serious information loss. Various rules, mostly ad hoc, have been proposed for determining a suitable value of m, and these are discussed in Section 6.1. Examples of their use are given in Section 6.2.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1986 Springer Science+Business Media New York
About this chapter
Cite this chapter
Jolliffe, I.T. (1986). Choosing a Subset of Principal Components or Variables. In: Principal Component Analysis. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-1904-8_6
Download citation
DOI: https://doi.org/10.1007/978-1-4757-1904-8_6
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4757-1906-2
Online ISBN: 978-1-4757-1904-8
eBook Packages: Springer Book Archive