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Internal Covariance Structure of Some Coronary Heart Disease Risk Variables Investigated in Two Groups of Data
Author(s) -
Bartkowiak Anna,
Lukasik S.,
Chwistecki K.,
Mrukowicz M.,
Morgenstern W.
Publication year - 1990
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710320321
Subject(s) - covariance , context (archaeology) , principal component analysis , mathematics , covariance matrix , section (typography) , statistics , computer science , geography , operating system , archaeology
In a former paper BARTKOWIAK (1987) has shown some aspects of simultaneous diagonalization of two covariance matrices in the context of a medical data set in which the considered variables were strongly dependent. In this paper we show a real example (considering some coronary disease risk factors) when the considered variables are nearly independent and for which the problem of equal covariance structure is relevant both from statistical and medical point of view. In Section 1 we present the medical problem and the motivation for performing this study. In Section 2 we recall the problem of seeking for common principal components coordinate system by a simultaneous diagonalization of two covariance matrices by use of one common rotation matrix. In Section 3 we show the effects of a simultaneous diagonalization applied to two groups of individuals (“Alive” and “CHD death”) It comes out with P = 0.68 that these groups can have a common principal component coordinate system. In Section 4 we gather more close at the correlations between the considered variables looking for some peculiarities occurring in the recorded data.