Some properties of principal component scores |
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| Authors: | J Trochimczyk and F Chayes |
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| Institution: | (1) Geophysical Laboratory, Carnegie Institution of Washington, 20008 Washington, D.C., USA |
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| Abstract: | Commonly used methods for calculating component scores are reviewed. Means, variances, and the covariance structures of the resulting sets of scores are examined both by calculations based on a large set of electron microprobe analyses of melilite (supplied by D. Velde)and by a survey of recent geological applications of principal component analysis. Most of the procedures used to project raw data into the new vector space yield uncorrelated scores. In exceptions so far encountered, correlations between scores seem to have been occasioned by the use of unstandardized variables with components calculated from a correlation matrix. In a number of cases substantive interpretations of such correlations have been proposed. A different set of correlations results for the same data if scores are computed from standardized variables and components based on the covariance matrix. If unscaled components are rotated by the varimax procedure, the result is a return to the original space. In the work reported here, nevertheless, scores calculated from varimax-rotated scaled vectors are uncorrelated. |
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| Keywords: | principal components component scores |
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