Eigenvalue-based rules, Applied Statistics

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.

Posted Date: 4/4/2013 3:46:01 AM | Location : United States







Related Discussions:- Eigenvalue-based rules, Assignment Help, Ask Question on Eigenvalue-based rules, Get Answer, Expert's Help, Eigenvalue-based rules Discussions

Write discussion on Eigenvalue-based rules
Your posts are moderated
Related Questions

Q. Find relative maxima and minima? When finding relative maxima and minima in the Chapters absolute extrema problem, don't forget to use the first or second derivative test to

Scenario: Many of the years 5 and year 6 learners' at Woodlands Park School were excited about being chosen for the cross-country team.  Every day, they were able to run laps of t

Your company operates a machine shop, and, having heard you had experience in statistics and design of experiments, consulted you for your opinion on an experiment they want to run

To compare three brands of computer keyboards, four data entry specialists were randomly selected. Each specialist used all three keyboards to enter the same kind of text material

Normal 0 false false false EN-US X-NONE X-NONE

Select and generate your assignment portfolio. The S&P/ASX 200 index is comprised of several sub-indices, including the following: 0) XPJ: The S&P/ASX 200 A-REIT Index 1) XDJ

Grid is the set of pairs {1, 2, 3, 4} x {1, 2, 3, 4}. Image is the power set of Grid. An element of Image is a subset of Grid and can be represented by a diagram on a 4 by 4

For each of the following scenarios, explain how graph theory could be used to model the problem described and what a solution to the problem corresponds to in your graph model.

We are interested in assessing the effects of temperature (low, medium, and high) and technical configuration on the amount of waste output for a manufacturing plant. Suppose that