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Some simple rules for interpreting outputs of principal components and correspondence analysis

Gilbert Saporta 1
1 CEDRIC - MSDMA - CEDRIC. Méthodes statistiques de data-mining et apprentissage
CEDRIC - Centre d'études et de recherche en informatique et communications
Abstract : A large literature has been devoted to the assessment of the right number of eigenvaluesin PCA and CA (two-way and multiple). Most of the publications are based ondistributional assuptions for the sample, or on bootstrap techniques. After havingrecalled some of the most important results, we present simple thresholds based on a« control chart » approach for eigenvalues as well as for contributions, distances
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Gilbert Saporta. Some simple rules for interpreting outputs of principal components and correspondence analysis. ASMDA 99: IX International Symposium on Applied Stochastic Models and Data Analysis, Jul 1999, Lisbonne, Portugal. ⟨hal-01124587⟩

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