A Monte Carlo Study of Dimensionality Assessment and Factor Interpretation in Principle Component Analysis.

Abstract

This study addresses two steps in a process known as principle components analysis using Monte Carlo techniques. An analysis is presented of two popular dimensionality assessment techniques, Kaiser's criterion and Catell's Scree test. The factor interpretation issue is addressed through a regression study in which the grand mean square error between population and sample factor loading matrices is predicted. The notion of a complexity index is also introduced. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1981
Accession Number
ADA111428

Entities

People

  • Kenneth W. Bauer Jr.

Organizations

  • Air Force Institute of Technology

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Analysis Of Variance
  • Behavioral Sciences
  • Complex Variables
  • Data Analysis
  • Data Mining
  • Data Science
  • Eigenvalues
  • Factor Analysis
  • Information Processing
  • Information Science
  • Literature Surveys
  • Nonlinear Dynamics
  • Real Variables
  • Standards
  • Statistical Algorithms
  • Statistical Tests

Readers

  • Regression Analysis.
  • Statistical inference.
  • Systems Analysis and Design