Eigenvalue-based rules, Applied Statistics

Assignment Help:

Henry Kaiser suggested a rule for selecting a number of components m less than the number needed for perfect reconstruction: set m equal to the number of eigenvalues greater than I. This rule is often used in common factor analysis as well as in PCA. Several lines of thought lead to Kaiser's rule, but the simplest is that since an eigenvalue is the amount of variance explained by one more component, it  doesn't make sense to add a component that explains less variance than is contained in one variable. Since a component analysis is supposed to summarize a set of data, to use a component that explains less than a variance of I is something like writing a summary'of a book in which one section of the summary is longer than the book sectio~it summarizes--which makes no sense. However, Kaiser's ma-jor justification for th5 rule was that it matched pretty well the ultimate rule of doing several component analyses with diff-nt- numbers of komponents, and seeing which analysis made sense. That ultimate rule is much easier today than it was a generation ago, so Kaiser's rule seems obsolete.


Related Discussions:- Eigenvalue-based rules

Probability, There are 15 types of ice cream: A,B,C,D,E,F,G,H,I,J,K,L,M,N, ...

There are 15 types of ice cream: A,B,C,D,E,F,G,H,I,J,K,L,M,N, and O. How many combinations are there to sample 5 flavors if you sample 1 flavor 4 times? How many combinations are t

Finding the z-score, 10. If a set of scores has a sample mean of 25 and a s...

10. If a set of scores has a sample mean of 25 and a sample variance of 4, find the following: a. the z-score for a raw score of 31 b. the z-score for a raw score of 18 c. the raw

Different analyses of recurrent events data, Different analyses of recurren...

Different analyses of recurrent events data: The bladder cancer data listed in Wei, Lin, and Weissfeld (1989) is used in Example 54.8/49.8 of SAS to  illustrate different anal

Systematic sampling, Systematic Sampling In Systematic Sampling ...

Systematic Sampling In Systematic Sampling each element has an equal chance of being selected, but each sample does not have the same chance of being selected. Here,

Latin Square design, what is the the Latin Square design? What is its appli...

what is the the Latin Square design? What is its application in research? please explain this term with very simple but with detailed explanation for effective understanding. I hav

Box plots, This box plot displays the diversity wfood; the data ranges from...

This box plot displays the diversity wfood; the data ranges from 0.05710 being the minimum value and 0.78900 being the maximum value. The box plot is slightly positively skewed at

Correlation, prove that coefficient of correlation lies between -1 and+1

prove that coefficient of correlation lies between -1 and+1

Index number , how to write result in the end of price index number problem...

how to write result in the end of price index number problem

Confidence interval, a) List down several measures of central tendency and ...

a) List down several measures of central tendency and define the difference among them? b) What do you mean by confidence interval, and why it is useful? What is a confidence lev

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd