Estimating the number of principal components via Split-Half Eigenvector Matching (SHEM)
Estimating the number of principal components to retain for dimension reduction is a critical step in many applications of principal component analysis. Common methods may not be optimal, however. The current paper presents an alternative procedure that aims to recover the true number of principal c...
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| Format: | Article |
| Language: | English |
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Elsevier
2023-12-01
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| Series: | MethodsX |
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| Online Access: | http://www.sciencedirect.com/science/article/pii/S2215016123002832 |