Page 29 - Jolliffe I. Principal Component Analysis

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First six eigenvalues for the correlation matrix, blood
6.1
chemistry data. ........................
6.2 List of Tables 133
First six eigenvalues for the covariance matrix, blood
chemistry data. ........................ 134
6.3 First six eigenvalues for the covariance matrix, gas chro-
matography data. ...................... 135
6.4 Subsets of selected variables, Alate adelges. . ....... 146
6.5 Subsets of selected variables, crime rates. . . ....... 148
7.1 Coefficients for the first four PCs: children’s
intelligence tests. ....................... 163
7.2 Rotated factor loadings–four factors: children’s
intelligence tests. ....................... 163
7.3 Correlations between four direct quartimin factors: chil-
dren’s intelligence tests. ................... 164
7.4 Factor loadings—three factors, varimax rotation: children’s
intelligence tests. ....................... 164

8.1 Variation accounted for by PCs of predictor variables in
monsoon data for (a) predictor variables,
(b) dependent variable. ................... 174
8.2 Correlation matrix for the pitprop data. . . . ....... 192
8.3 Principal component regression for the pitprop data: coef-
ficients, variances, regression coefficients and t-statistics for
each component. ....................... 193
8.4 Variable selection using various techniques on the pitprop
data. (Each row corresponds to a selected subset with ×
denoting a selected variable.) ................ 194
8.5 Variables used in the household formation example. . . . 195
8.6 Eigenvalues of the correlation matrix and order of impor-
tance in predicting y for the household
formation data. ....................... 196

9.1 Demographic variables used in the analysis of 46
English counties. ....................... 216
9.2 Coefficients and variances for the first four PCs: English
counties data. ........................ 216
9.3 Coefficients for the first two canonical variates in a canonical
correlation analysis of species and environmental variables. 225

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10.1 Anatomical measurements: values of d , d , d 4i for the
1i 2i
most extreme observations. ................. 243