l The PC transformation should be applied to data that have approximately the same scale in each variable (A.A.Afifi: Computer-Aided Multivariate Analysis.CRC.1997)
l As with all statistical analysis, interpreting data from a random sample of a well-defined population is simpler than interesting data from a sample that is taken in a haphazard fashion.
l The data used for PC should follow a multivariate normal distribution.
l If PC is used to check the redundancy in the data set, it is very important to have observation measured accurately.
l Retain sufficient components to account for a specified percentage of the total variance say 80%(Wolfgang Hardle: Applied Multivariate Statistical Analysis, Wiley 2007)
l Retain components whose eignvalue is larger than average eigenvalue (Tanu Kollo: Advanced Multivariate Statistics with Matrices, Springer)
l Use the Scree Graph to look for a natural break between the larger eigenvalue and small eignvalue.
l Use the scandalized data(Subhash Sharma: Applied Multivariate Techniques, Wiley 1996).
l 当分析中所选择的经济变量具有不同的量纲,变量水平差异很大,应该选择基于相关系数矩阵的主成分分析。
[此贴子已经被作者于2007-9-3 6:07:56编辑过]