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Zbl 0581.62049
Sabatier, Robert
Quelques généralisations de l'analyse en composantes principales de variables instrumentales. (French)
[J] Stat. Anal. Données 9, No.3, 75-103 (1984). ISSN 0750-7364

This paper extends the definition of the principal components analysis of instrumental variables of C. R. Rao and provides five generalizations. Dispersion matrices on suitable metrics in primary and instrumental variables are considered. \par The generalizations involve minimization of the squared norm of their differences with suitable weights, their RV coefficient, the square of the RV coefficient or the trace of their product. The results are applied to qualitative variables also.
[J.S.Murty]

MSC 2000:: *62H25 Factor analysis, etc.

Keywords: pseudometric; operators; principal components analysis of instrumental variables; Dispersion matrices; metrics; RV coefficient; qualitative variables

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