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ERIC Number: EJ929727
Record Type: Journal
Publication Date: 2011-Jul
Pages: 21
Abstractor: As Provided
Reference Count: 45
ISSN: ISSN-0033-3123
Statistical Significance of the Contribution of Variables to the PCA Solution: An Alternative Permutation Strategy
Linting, Marielle; van Os, Bart Jan; Meulman, Jacqueline J.
Psychometrika, v76 n3 p440-460 Jul 2011
In this paper, the statistical significance of the contribution of variables to the principal components in principal components analysis (PCA) is assessed nonparametrically by the use of permutation tests. We compare a new strategy to a strategy used in previous research consisting of permuting the columns (variables) of a data matrix independently and concurrently, thus destroying the entire correlational structure of the data. This strategy is considered appropriate for assessing the significance of the PCA solution as a whole, but is not suitable for assessing the significance of the contribution of single variables. Alternatively, we propose a strategy involving permutation of one variable at a time, while keeping the other variables fixed. We compare the two approaches in a simulation study, considering proportions of Type I and Type II error. We use two corrections for multiple testing: the Bonferroni correction and controlling the False Discovery Rate (FDR). To assess the significance of the variance accounted for by the variables, permuting one variable at a time, combined with FDR correction, yields the most favorable results. This optimal strategy is applied to an empirical data set, and results are compared with bootstrap confidence intervals.
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Publication Type: Journal Articles; Reports - Evaluative
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A