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On Component Analyses

PsychometrikaPublished 1 December 1985
William Meredith, Roger E. Millsap
Citations37
SJR quartileQ1
SJR score1.90
SNIP2.06

Abstract

Principal components analysis can be redefined in terms of the regression of observed variables upon component variables. Two criteria for the adequacy of a component representation in this context are developed and are shown to lead to different component solutions. Both criteria are generalized to allow weighting, the choice of weights determining the scale invariance properties of the resulting solution. A theorem is presented giving necessary and sufficient conditions for equivalent component solutions under different choices of weighting. Applications of the theorem are discussed that involve the components analysis of linearly derived variables and of external variables.

Keywords

Agricultural and Biological SciencesDecision SciencesMathematics