Title: Loadings and correlations in the interpretation of principal components.
Authors: Cadima, Jorge; Jolliffe, Ian T.
Abstract: Focuses on a popular procedure for interpreting principal components (PC). Author's argument that ignoring small-magnitude loading and approximating PC by the linear combination involving only the remaining variables is potentially misleading in various respects; Examples supporting the argument.
Subjects: PRINCIPAL components analysis
Publication: Journal of Applied Statistics, 1995, Vol 22, Issue 2, p203
ISSN: 0266-4763
Publication type: Academic Journal
DOI: 10.1080/757584614

Loadings and correlations in the interpretation of principal components.

Cadima, Jorge; Jolliffe, Ian T.