4. Statistical Testing of the Ordinary Principal Components Model

  1. Alexander Basilevsky

Published Online: 27 MAY 2008

DOI: 10.1002/9780470316894.ch4

Statistical Factor Analysis and Related Methods: Theory and Applications

Statistical Factor Analysis and Related Methods: Theory and Applications

How to Cite

Basilevsky, A. (1994) Statistical Testing of the Ordinary Principal Components Model, in Statistical Factor Analysis and Related Methods: Theory and Applications, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316894.ch4

Author Information

  1. Department of Mathematics & Statistics, The University of Winnipeg, Winnipeg, Manitoba, Canada

Publication History

  1. Published Online: 27 MAY 2008
  2. Published Print: 7 JUN 1994

ISBN Information

Print ISBN: 9780471570820

Online ISBN: 9780470316894

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Keywords:

  • principle components model;
  • statistical testing;
  • least squares regression;
  • discriminant analysis;
  • canonical correlation

Summary

The prelims comprise:

  • Introduction

  • Testing Covariance and Correlation Matrices

  • Testing Principal Components by Maximum Likelihood

  • Other Methods of Choosing Principal Components

  • Discarding Redundant Variables

  • Assessing Normality

  • Robustness, Stability, and Missing Data