The K correlation index: theory development and its application in chemometrics

✍ Scribed by R. Todeschini; V. Consonni; A. Maiocchi

• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 164 KB
• Volume: 46
• Category: Article
• ISSN: 0169-7439
• DOI: 10.1016/s0169-7439(98)00124-5

✦ Synopsis

A previous paper introduced a new correlation index, K, and tested it to evaluate the correlation content of a set of multivariate data. This paper presents an extension of the K index theory together with some applications in several fields where chemometrics is commonly encountered. Starting from a correlation measurement, evaluated by the K index theory, it be-Ž .

Ž . comes possible a to calculate the information content within a set of multivariate data, b to give an estimate of data set Ž . Ž . entropy, c to allow variable reduction, preserving the correlation structure in the original data. Moreover, d the effect of Ž . common scaling procedures on the structure of the original data can be measured, e and an estimate made of the minimum Ž . number of cross-validation groups, without loosing relevant but not predictable information; finally f a search can be made for the best subset models in regression analysis excluding models without predictive power.