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A Note on McDonald’s Generalization of Principal Components Analysis
Published online by Cambridge University Press: 01 January 2025
Abstract
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 the L2 components with the original variables. A calculation example is given.
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- Copyright © 1972 The Psychometric Society
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