Principal Component Analysis Based on a Subset of Variables for Qualitative Data
A principal component analysis based on a subset of variables is proposed by Tanaka and Mori (1996) to derive principal components which are computed as linear combinations of a subset of quantitative variables but which can reproduce all the variables very well. The present paper discusses an extension of their modified principal component analysis so that it can deal with qualitative variables by using the idea of the alternating least squares method by Young et al.(1978). A backward elimination procedure is applied to find a suitable sequence of subsets of variables. A numerical example is shown to illustrate the performance of the proposed procedure.
KeywordsPrincipal Component Analysis Variable Selection Instrumental Variable Variable Selection Method Optimal Scaling
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