Determining the number of components from the matrix of partial correlations

@article{Velicer1976DeterminingTN,
  title={Determining the number of components from the matrix of partial correlations},
  author={Wayne F. Velicer},
  journal={Psychometrika},
  year={1976},
  volume={41},
  pages={321-327}
}
  • W. Velicer
  • Published 1 September 1976
  • Business, Mathematics
  • Psychometrika
A common problem for both principal component analysis and image component analysis is determining how many components to retain. A number of solutions have been proposed, none of which is totally satisfactory. An alternative solution which employs a matrix of partial correlations is considered. No components are extracted after the average squared partial correlation reaches a minimum. This approach gives an exact stopping point, has a direct operational interpretation, and can be applied to… 
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