A PROPOSAL FOR THE INTERPRETATION PROCEDURE OF PRINCIPAL AXES USING PRINCIPAL COMPONENT SCORES

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  • Ihara Masamori
    Department of Engineering Informatics, Faculty of Information Sciences and Technology

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  • 主成分得点を用いた主成分軸の解釈方法の提案
  • シュセイブン トクテン オ モチイタ シュセイブンジク ノ カイシャク ホウホ

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A procedure to interpret principal component axes is proposed by making use of hypothesistesting procedure in the means of observed variables between the positive and negative sign groups which are defined by the observed principal component scores. It gives similar analytic properties as the usual procedure based on the eigen vectors of the covariance matrix, when the observed vector x conforms to a multivariate normal distribution. It is shown to work well by two examples from Mardia, Kent & Bibby (1979) and Tanaka, Tarumi & Wakimoto (1984).

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