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| HAL: hal-00704514, version 1 |
| DOI: 10.1007/s11634-011-0086-7 |
| Detailed view |  Export this paper |
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| Advances in Data Analysis and Classification 5, 3 (2011) 231-246 |
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| Multiple imputation in principal component analysis |
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| Julie Josse 1, 2Jérome Pagès 1, 2 |
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| (2011) |
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| The available methods to handle missing values in principal component analysis only provide point estimates of the parameters (axes and components) and estimates of the missing values. To take into account the variability due to missing values a multiple imputation method is proposed. First a method to generate multiple imputed data sets from a principal component analysis model is defined. Then, two ways to visualize the uncertainty due to missing values onto the principal component analysis results are described. The first one consists in projecting the imputed data sets onto a reference configuration as supplementary elements to assess the stability of the individuals (respectively of the variables). The second one consists in performing a principal component analysis on each imputed data set and fitting each obtained configuration onto the reference one with Procrustes rotation. The latter strategy allows to assess the variability of the principal component analysis parameters induced by the missing values. The methodology is then evaluated from a real data set. |
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| 1: | Institut de Recherche Mathématique de Rennes (IRMAR) |
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CNRS : UMR6625 – Université de Rennes 1 – École normale supérieure de Cachan - ENS Cachan – Institut National des Sciences Appliquées (INSA) : - RENNES – Université de Rennes II - Haute Bretagne |
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| 2: | Agrocampus Ouest |
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Institut supérieur des sciences agronomiques, agroalimentaires, horticoles et du paysage – Ministère de l'agriculture, de l'agroalimentaire et de la forêt |
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| Statistique |
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| Subject | : | Mathematics/Statistics Statistics/Statistics Theory |
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| Principal component analysis – Missing values – EM algorithm – Multiple imputation – Bootstrap – Procrustes rotation |
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| hal-00704514, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00704514 | |
| oai:hal.archives-ouvertes.fr:hal-00704514 | |
| From: Marie-Annick Guillemer | |
| Submitted on: Tuesday, 5 June 2012 15:57:09 | |
| Updated on: Monday, 10 September 2012 17:16:03 | |
