Influential observations in principal component analysis:a case study
作者:
P. Pack,
I. T. Jolliffe,
B. J. T. Morgan,
期刊:
Journal of Applied Statistics
(Taylor Available online 1988)
卷期:
Volume 15,
issue 1
页码: 39-52
ISSN:0266-4763
年代: 1988
DOI:10.1080/02664768800000004
出版商: Carfax Publishing Company
数据来源: Taylor
摘要:
A number of results have been derived recently concerning the influence of individual observations in a principal component analysis. Some of these results, particularly those based on the correlation matrix, are applied to data consisting of seven anatomical measurements on students. The data have a correlation structure which is fairly typical of many found in allometry. This case study shows that theoretical influence functions often provide good estimates of the actual changes observed when individual observations are deleted from a principal component analysis. Different observations may be influential for different aspects of the principal component analysis (coefficients, variances and scores of principal components); these differences, and the distinction between outlying and influential observations are discussed in the context of the case study. A number of other complications, such as switching and rotation of principal components when an observation is deleted, are also illustrated.
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