Principal component analysis (PCA) is a one-group method. Its purpose is to transform correlated variables into uncorrelated ones and to find linear combinations accounting for a relatively large amount of the total variability, thus reducing the number of original variables to a few components only.
In the simultaneous analysis of different groups, similarities between the principal component structures can often be modelled by the methods of common principal components (CPCs) or partial CPCs. These methods assume that either all components or only some of them are common to all groups, the discrepancies being due mainly to sampling error.
Previous authors have dealt with the k-group situation either by pooling the data of all groups, or by pooling the within-group variance-covariance matrices before performing a PCA. The latter technique is known as multiple group principal component analysis or MGPCA (Thorpe, 1983a). We argue that CPC- or partial CPC-analysis is often more appropriate than these previous methods.
A morphometrical example using males and females of Microtus californicus and M. ochrogaster is presented, comparing PCA, CPC and partial CPC analyses. It is shown that the new methods yield estimated components having smaller standard errors than when groupwise analyses are performed. Formulas are given for estimating standard errors of the eigenvalues and eigenvectors, as well as for computing the likelihood ratio statistic used to test the appropriateness of the CPC- or partial CPC-model.