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Choosing Principal Components: A New Graphical Method Based on Bayesian Model Selection.
- Source :
-
Communications in Statistics: Simulation & Computation . May2008, Vol. 37 Issue 5, p962-977. 16p. 9 Graphs. - Publication Year :
- 2008
-
Abstract
- This article approaches the problem of selecting significant principal components from a Bayesian model selection perspective. The resulting Bayes rule provides a simple graphical technique that can be used instead of (or together with) the popular scree plot to determine the number of significant components to retain. We study the theoretical properties of the new method and show, by examples and simulation, that it provides more clear-cut answers than the scree plot in many interesting situations. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 03610918
- Volume :
- 37
- Issue :
- 5
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Simulation & Computation
- Publication Type :
- Academic Journal
- Accession number :
- 31748019
- Full Text :
- https://doi.org/10.1080/03610910701855005