Focused principal component analysis: Looking at a correlation matrix witha particular interest in a given variable

Authors
Citation
B. Falissard, Focused principal component analysis: Looking at a correlation matrix witha particular interest in a given variable, J COMPU G S, 8(4), 1999, pp. 906-912
Citations number
6
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS
ISSN journal
10618600 → ACNP
Volume
8
Issue
4
Year of publication
1999
Pages
906 - 912
Database
ISI
SICI code
1061-8600(199912)8:4<906:FPCALA>2.0.ZU;2-F
Abstract
This article proposes a simple graphical display that is similar to princip al component displays in that approximations to correlation structures are visualized. The proposed method differs from principal components in its fo cus on a particular variable and the exact representation of the correlatio ns between this variable and all others. The method is therefore applicable to predictor-response data.