Jolliffe I. Principal Component Analysis (2ed., Springer, 2002)(518s)

Index 467see also hypothesis testing forequality of PC variances,near-constant relationships,residuals after fitting firstfew PCs, zero variance PCslatent root regression 168, 178,180–182, 185–187, 190, 191,197, 239latent semantic indexing 90latent variables 151, 165, 226, 230,231latent variable multivariateregression 230, 231least squares estimation/estimators32, 34, 59, 157, 167–173,175–179, 181, 184, 185, 189,208, 229, 286, 288, 294, 304,326, 382, 385see also partial least squaresleverage points 240see also influential observationslikelihood ratio test 54, 55, 120,353, 356, 360linear approximation asymmetricPCA 401loadings see factor loadings, PCcoefficientslocal authoritiesBritish towns 71, 215England and Wales 195–198,245–247English counties 108–110,215–219local PCA 381log-eigenvalue (LEV) diagram115–118, 128, 134-136log transform see transformedvariableslongitudinal data 328, 330, 331,355lower (or upper) triangularmatrices 182, 411, 412lower rank approximations tomatrices 38, 46, 113, 120,342, 365, 383, 385LR algorithm 411M-estimators 264, 265, 267Mahalanobis distances 33, 93, 94,104, 203, 204, 209, 212, 237,264, 265manufacturing processes 366–368matrix correlation 96, 140, 141matrix-valued data 370maximum covariance analysis 225,226, 229, 401maximum likelihood estimation220, 264for common PCs 355for covariance matrices 50, 336,363, 364for factor loadings 155–157for functional and structuralrelationships 189for PC coefficients and variances8, 50, 365in PC models 60, 222, 267, 364,386measurement errors 151, 188, 189medical applicationsbiomedical problems 395clinical trials 40, 239epidemiology 248, 336opthalmology 266see also chemistry (bloodchemistry)meteorology and climatology 8, 9,90, 183, 213, 381atmospheric pressure 71–73, 401cloudbase heights 211cloud-seeding 339monsoon onset date 174satellite meteorology 358wind data 369, 370see also atmospheric science,climate change/variation,ENSO, NAO, temperaturesmethod of moments estimationfor PC coefficients andvariances 50