Principal component analysis
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- dc.contributor.author Greenacre, Michael
- dc.contributor.author Groenen, Patrick J. F
- dc.contributor.author Hastie, Trevor
- dc.contributor.author Iodice d’Enza, Alfonso
- dc.contributor.author Markos, Angelos
- dc.contributor.author Tuzhilina, Elena
- dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresa
- dc.date.accessioned 2024-11-14T10:09:49Z
- dc.date.available 2024-11-14T10:09:49Z
- dc.date.issued 2023-01-02
- dc.date.modified 2024-11-14T10:08:49Z
- dc.description.abstract Principal component analysis is a versatile statistical method for reducing a cases-byvariables data table to its essential features, called principal components. Principal components are a few linear combinations of the original variables that maximally explain the variance of all the variables. In the process, the method provides an approximation of the original data table using only these few major components. In this review we present a comprehensive review of the method's definition and geometry, as well as the interpretation of its numerical and graphical results. The main graphical result is often in the form of a biplot, using the major components to map the cases and adding the original variables to support the distance interpretation of the cases' positions. Variants of the method are also treated, such as the analysis of grouped data as well as the analysis of categorical data, known as correspondence analysis. We also describe and illustrate the latest innovative applications of principal component analysis: its use for estimating missing values in huge data matrices, sparse component estimation, and the analysis of images, shapes and functions. Supplementary material includes video animations and computer scripts in the R environment.
- dc.format.mimetype application/pdf*
- dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=1856
- dc.identifier.citation
- dc.identifier.uri http://hdl.handle.net/10230/68614
- dc.language.iso eng
- dc.relation.ispartofseries Economics and Business Working Papers Series; 1856
- dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
- dc.rights.accessRights info:eu-repo/semantics/openAccess
- dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
- dc.subject.keyword
- dc.subject.keyword Statistics, Econometrics and Quantitative Methods
- dc.title Principal component analysis
- dc.title.alternative
- dc.type info:eu-repo/semantics/workingPaper