A note on McDonald's generalization of principal components analysis
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It is shown that McDonald's generalization of classical Principal Components Analysis to groups of variables maximally channels the total variance of the original variables through the groups of variables acting as groups. A useful equation is obtained for determining the vectors of correlations of theL2 components with the original variables. A calculation example is given.
KeywordsPrincipal Component Analysis Total Variance Public Policy Statistical Theory Original Variable
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- McDonald, R. A unified treatment of the weighting problem.Psychometrika, 1968,33, 351–381.Google Scholar