Article,

Ranking principal components to reflect group structure

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Journal of Chemometrics, 6 (2): 97--102 (1992)
DOI: 10.1002/cem.1180060207

Abstract

Abstract Canonical variate analysis is the appropriate descriptive technique for multivariate data which have an a priori group structure, but problems arise with this technique when there are more variables than within-group degrees of freedom because of singularity of matrices. In such cases it is shown through illustrative examples that principal component analysis is a viable substitute provided that the principal components are ranked according to the canonical variate criterion (ratio- of between- to within-group variances) rather than the usual criterion of total variance. This ranking can also be used to select components for subsequent discriminant analysis.

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