Influence Analysis in Principal Component Analysis Through Power-Series Expansions |
| |
Authors: | A Enguix-González J M Muñoz-Pichardo J L Moreno-Rebollo R Pino-Mejías |
| |
Institution: | 1. Departamento de Estadística e Investigación Operativa , Universidad de Sevilla , Sevilla, Spain aenguix@us.es;3. Departamento de Estadística e Investigación Operativa , Universidad de Sevilla , Sevilla, Spain |
| |
Abstract: | ABSTRACT In influence analysis several problems arise in the field of Principal Components when applying different sample versions. Among these are the difficulty of determining a certain correspondence between the eigenvalues before and after the deletion of observations, the choice of the sign of the eigenvectors and the computational problem derived from the resolution of a great number of eigenproblems. In this article, such problems are discussed from the joint influence point of view and a solution is proposed by using approximations. Furthermore, the influence on a new parameter of interest is introduced: the proportion of variance explained by a set of principal components. |
| |
Keywords: | Joint influence Power-series expansions Principal component Proportion of variance |
|
|