[R] Re : PCA and automatic determination of the number of components

[nikolay12]

Thanks to all for the suggestions. 

Are you aware of a convenient implementation of AIC/BIC for the problem of
selecting the number of factors?

Nick


William Revelle wrote:
> 
> 
> At 12:08 PM +0000 4/20/09, Jari Oksanen wrote:
>>justin bem <justin_bem <at> yahoo.fr> writes:
>>
>>>
>>>  See ade4 or mva package.
>>>   Justin BEM
>>>  BP 1917 Yaoundé
>>>
>>I guess the problem was not to find PCA (which is easy to find), but
>>  finding an automatic method of selecting ("determining" sounds like
>>that selection would be correct in some objective sense) numbers of
>>components to be retained. I thin neither ade4 nor mva give much support
>>here (in particular the latter which does not exist any more).
>>
>>The usual place to look at is multivariate task view:
>>
>>http://cran.r-project.org/web/views/Multivariate.html
>>
>>Under the heading "Projection methods" and there under
>>"Principal components" the taskview mentions packages
>>nFactors and paran that help in selecting the number
>>of components to retain.
>>
>>Are these Task Views really so invisible in R that people don't find
>>them? Usually they are the first place to look at when you need
>>something you don't have. In statistics, I mean. If they are invisible,
>>could they be made more visible?
>>
>>Cheers, Jari Oksanen
>>
>>>  ________________________________
>>>  De : nikolay12 <nikolay12 <at> gmail.com>
>>>  À : r-help <at> r-project.org
>>>  Envoyé le : Lundi, 20 Avril 2009, 4h37mn 41s
>>>  Objet : [R] PCA and automatic determination of the number of components
>>>
>>>  Hi all,
>>>
>>>  I have relatively small dataset on which I would like to perform a PCA.
>>> I am
>>>  interested about a package that would also combine a method for
>>> determining
>>>  the number of components (I know there are plenty of approaches to this
>>>  problem). Any suggestions about a package/function?
>>>
>>>  thanks,
>>>
>>>  Nick
>>
>>___
> 
> Henry Kaiser once commented that the "Solving the 
> number of factors problem is easy, I do it 
> everyday before breakfast. But knowing the right 
> solution is harder"
> 
> The psych package includes a number of ways to 
> determine the number of components.  Parallel 
> analysis (comparing your solution to random 
> ones), Minimum Absolute Partial correlations, 
> Very Simple Structure are three of the better 
> ways.  Try functions fa.parallel and VSS.
> 
> Bill
> 
> 
> 
> 
> -- 
> William Revelle		http://personality-project.org/revelle.html
> Professor			http://personality-project.org/personality.html
> Department of Psychology            
> http://www.wcas.northwestern.edu/psych/
> Northwestern University	http://www.northwestern.edu/
> Attend  ISSID/ARP:2009               http://issid.org/issid.2009/
> 
> ______________________________________________
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> 

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