Schott, James R. Common principal component subspaces in two groups. (English) Zbl 0638.62057 Biometrika 75, No. 2, 229-236 (1988). Summary: One important practical application of principal component analysis is to reduce a large number of variables, say p, to a smaller number, m, by making use of the first m principal components. This technique can easily be extended to two or more groups if the subspaces spanned by the first m principal components are the same for all groups. In this paper we develop an approximate procedure for testing such a hypothesis of common subspaces when two groups are involved. The adequacy of the approximation is investigated by a simulation and the method is illustrated by a numerical example. Cited in 7 Documents MSC: 62H25 Factor analysis and principal components; correspondence analysis 62E20 Asymptotic distribution theory in statistics 62H15 Hypothesis testing in multivariate analysis Keywords:dimensionality reduction; latent root; latent vector; principal component analysis; approximate procedure; hypothesis of common subspaces; simulation; numerical example PDFBibTeX XMLCite \textit{J. R. Schott}, Biometrika 75, No. 2, 229--236 (1988; Zbl 0638.62057) Full Text: DOI