Re: a principal component analysis question



Yiyu wrote:
> No, the 2 groups can not be identified before the PCA was run.
> Actually I hope to identify the 2 groups using the information
> from the PCA. What's more, even the number of groups can't be known
> before hand. ( K can > 1000 and number of meaningful principal
> component can be > 5).

Any collection of individuals (people?) whose scores on a component
are approximately the same will appear to be a "group" in which that
component explains little variation. There are likely to be many such
"groups".

.



Relevant Pages

  • Re: PCA without Mean Centering
    ... In the usual context of PCA, you want to mean center your data, because otherwise the first component does not really describe the largest direction of variation in the data, but rather it tends to describe the mean of the data, or at least some combination of the mean and the direction of largest variation. ... Imagine a cloud of points in 3-space, and imagine a vector pointing from the origin to the center of the cloud. ...
    (comp.soft-sys.matlab)
  • Re: eigenvalues of the covarience matrix (princomp)
    ... ZSCORE centers each column to have zero mean, and normalizes each column to have unit variance. ... There's limited use in doing PCA on non-centered data, because the first component will typically describe the mean of the data, and that's not what most people want out of PCA. ... My own opinion is that doing PCA on unstandardized variables implies that you think that the scales on which the different variables are measured are somehow "natural" and "comparable", in the sense that variation of some absolute magnitude in one variable is no more or less important than the same amount of absolute variation in another variable. ...
    (comp.soft-sys.matlab)
  • Re: a principal component analysis question
    ... >variables, x- x, I do a principle component analysis and find ... >are enough to explain most of its total variation. ... >express the data with two 2-dimension planes, ... Are the 1st and 2nd groups defined before the PCA was run? ...
    (sci.stat.math)
  • Re: PCA Matlab
    ... Gurtej Singh wrote: ... > does anyone know how to perform PCA for 2D data if number of rows ... Greg ... Prev by Date: ...
    (comp.soft-sys.matlab)
  • Re: PCA Matlab
    ... Gurtej Singh wrote: ... > does anyone know how to perform PCA for 2D data if number of rows ... Greg ... Prev by Date: ...
    (comp.soft-sys.matlab)