The aim of this paper is to obtain discrete-valued weights of the variables by constraining them to Hausman weights (−1, 0, 1) in principal component analysis. And this is done in two steps: First, we start with the centroid method, which produces the most restricted optimal weights −1 and 1; then extend the weights to −1,0 or 1.
Hausman Principal Component Analysis / Choulakian, V.; D'Ambra, Luigi; Simonetti, B.. - STAMPA. - (2006), pp. 294-301. [10.1007/3-540-31314-1_35]
Hausman Principal Component Analysis
D'AMBRA, LUIGI;
2006
Abstract
The aim of this paper is to obtain discrete-valued weights of the variables by constraining them to Hausman weights (−1, 0, 1) in principal component analysis. And this is done in two steps: First, we start with the centroid method, which produces the most restricted optimal weights −1 and 1; then extend the weights to −1,0 or 1.File in questo prodotto:
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