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} }
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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