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A note on McDonald's generalization of principal components analysis

✍ Scribed by Lester C. Shine

Book ID
112726209
Publisher
Springer
Year
1972
Tongue
English
Weight
170 KB
Volume
37
Category
Article
ISSN
0033-3123

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✍ Jianguo Sun πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 77 KB

We consider the application of principal component analysis (PCA) to the analysis of high-dimension data with the analysis goal being calibration. Two commonly used versions of PCA are compared and it is showed that contrast to the expected, the simpliΓΏed version could underestimate prediction error