Page 501 - Jolliffe I. Principal Component Analysis

Index
466
influential observations 43, 81, 123,
232, 235, 239, 242, 248–259,
393, 401, 404
265, 268 isometric vector 53, 344, 345, 347,
Isle of Wight 161, 271
tests of significance 253, 254, 268
influential variables 145, 147, 260 jackknife 52, 125, 126, 131, 132,
information see entropy 261, 394
instability see stability
instrumental variables 144, 230,
Kaiser’s rule 114, 115, 123, 126,
298, 373, 392–394, 401
130–132, 238
integer-valued PC coefficients, see
Kalman filter 335
discrete PC coefficients
Karhunen-Lo`eve expansion 303,
intelligence tests, see children
317
interactions 104, 353, 390
kriging 317
see also PCs of residuals
kurtosis 219
inter-battery factor analysis 225,
399
L 1 -norm PCA 267
interpolation see smoothing and
Lagrange multipliers 5, 6
interpolation
l’analyse des correspondances, see
interpretation of PCs and related
correspondence analysis
techniques 22, 25, 40, 43,
landmark data 210, 323, 345, 346,
44, 56–58, 63–77, 84, 99,
369
142, 166, 191, 217–218, 225,
Laplace distribution 267
244, 245, 269–298, 333, 339,
347, 352, 370, 391, 403, 404 large data sets 72, 123, 221, 333,
over-interpretation 298 339, 372, 408, 414
interpretation of two-dimensional LASSO (Least Absolute Shrinkage
plots and Selection Operator)
biplots 91–103, 106, 107 167, 284, 286–291
correspondence analysis 103–107 last few (low variance) PCs 3, 27,
PC plots 80–85, 89, 106, 107 32, 34, 36, 56, 94, 112, 277,
principal co-ordinate plots 89, 347, 352, 374, 377, 378
106, 107 computation 409, 410
interval data see data given as examples 43, 44, 58, 242–248
intervals in canonical correlation analysis
interval estimation 223
for PC coefficients and variances in discriminant analysis 202,
51–53, 394 204, 205, 207, 208
invariance in outlier detection 234, 235,
scale invariance 26 237–239, 242–248, 263, 367
under orthogonal in regression 171, 174, 180–182,
transformations 186–188, 191, 197
21 in variable selection 138,
inverse of correlation matrix 32 186–188, 191, 197
irregularly-spaced data 320, 331, minor component analysis 413
365, 385 treated as noise 53, 118, 128