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Principal Components and Regression by Singular Value Decomposition on a Small Computer
Author(s) -
Nash J. C.,
Lefkovitch L. P.
Publication year - 1976
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347228
Subject(s) - principal component analysis , singular value decomposition , principal (computer security) , mathematics , statistics , decomposition , regression , value (mathematics) , regression analysis , econometrics , computer science , algorithm , biology , ecology , operating system
Summary A compact program for performing a variety of regression and principal component computations is described. A singular value decomposition of the data matrix is used which permits calculations involving rank deficient data to be handled satisfactorily. The importance of avoiding the calculation of a sum of squares and cross‐products matrix is demonstrated by an example.