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RE: st: RE: Factor Analysis and correlation table

From   "Verkuilen, Jay" <>
To   <>
Subject   RE: st: RE: Factor Analysis and correlation table
Date   Mon, 28 Apr 2008 14:59:39 -0400

Nick Cox wrote:

>>I'd go a little further. There is no model underlying PCA. It's a
transformation procedure! 

Yes, I could see that. It certainly is a very useful pre-whitener or,
conversely, low-pass filter, for multivariate data. 

Lack of an error model is, IMO, a big issue. 

>>I've done some stupid things with it myself, so blame all round. <<

I think all of us who have done a reasonable amount of data analysis
have committed some major sins; the hope is that we've accomplished
enough virtue to manage forgiveness. We shall all have to pray to the
spirit of Saint Ronald of Rothampstead for intersession. :) 


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