Cross-Validation for Choosing the Number of Important Components in Principal Component Analysis.

Krzanowski, Wojtek J.; Kline, Paul

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Peer reviewed

ERIC Number: EJ512900

Record Type: Journal

Publication Date: 1995

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ISSN: ISSN-0027-3171

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Cross-Validation for Choosing the Number of Important Components in Principal Component Analysis.

Krzanowski, Wojtek J.; Kline, Paul

Multivariate Behavioral Research, v30 n2 p149-65 1995

A cross-validation method is described for selecting the significant components from a principal components analysis, and properties of the method are discussed. Parallels are drawn with other related methods in covariance structure modeling, and some comparisons among methods are illustrated with two data sets previously analyzed. (SLD)

Descriptors: Factor Analysis, Factor Structure, Research Methodology, Selection

Publication Type: Reports - Evaluative; Journal Articles

Education Level: N/A

Audience: N/A

Language: English

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