Parallel Analysis: a method for determining significant principal components

Parallel Analysis: a method for determining significant principal components Abstract. Numerous ecological studies use Principal Components Analysis (PCA) for exploratory analysis and data reduction. Determination of the number of components to retain is the most crucial problem confronting the researcher when using PCA. An incorrect choice may lead to the underextraction of components, but commonly results in overextraction. Of several methods proposed to determine the significance of principal components, Parallel Analysis (PA) has proven consistently accurate in determining the threshold for significant components, variable loadings, and analytical statistics when decomposing a correlation matrix. In this procedure, eigenvalues from a data set prior to rotation are compared with those from a matrix of random values of the same dimensionality (p variables and n samples). PCA eigenvalues from the data greater than PA eigenvalues from the corresponding random data can be retained. All components with eigenvalues below this threshold value should be considered spurious. We illustrate Parallel Analysis on an environmental data set. We reviewed all articles utilizing PCA or Factor Analysis (FA) from 1987 to 1993 from Ecology, Ecological Monographs, Journal of Vegetation Science and Journal of Ecology. Analyses were first separated into those PCA which decomposed a correlation matrix and those PCA which decomposed a covariance matrix. Parallel Analysis (PA) was applied for each PCA/FA found in the literature. Of 39 analy ses (in 22 articles), 29 (74.4 %) considered no threshold rule, presumably retaining interpretable components. According to the PA results, 26 (66.7 %) overextracted components. This overextraction may have resulted in potentially misleading interpretation of spurious components. It is suggested that the routine use of PA in multivariate ordination will increase confidence in the results and reduce the subjective interpretation of supposedly objective methods. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of Vegetation Science Wiley

Parallel Analysis: a method for determining significant principal components

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Abstract

Abstract. Numerous ecological studies use Principal Components Analysis (PCA) for exploratory analysis and data reduction. Determination of the number of components to retain is the most crucial problem confronting the researcher when using PCA. An incorrect choice may lead to the underextraction of components, but commonly results in overextraction. Of several methods proposed to determine the significance of principal components, Parallel Analysis (PA) has proven consistently accurate in determining the threshold for significant components, variable loadings, and analytical statistics when decomposing a correlation matrix. In this procedure, eigenvalues from a data set prior to rotation are compared with those from a matrix of random values of the same dimensionality (p variables and n samples). PCA eigenvalues from the data greater than PA eigenvalues from the corresponding random data can be retained. All components with eigenvalues below this threshold value should be considered spurious. We illustrate Parallel Analysis on an environmental data set. We reviewed all articles utilizing PCA or Factor Analysis (FA) from 1987 to 1993 from Ecology, Ecological Monographs, Journal of Vegetation Science and Journal of Ecology. Analyses were first separated into those PCA which decomposed a correlation matrix and those PCA which decomposed a covariance matrix. Parallel Analysis (PA) was applied for each PCA/FA found in the literature. Of 39 analy ses (in 22 articles), 29 (74.4 %) considered no threshold rule, presumably retaining interpretable components. According to the PA results, 26 (66.7 %) overextracted components. This overextraction may have resulted in potentially misleading interpretation of spurious components. It is suggested that the routine use of PA in multivariate ordination will increase confidence in the results and reduce the subjective interpretation of supposedly objective methods.

Journal

Journal of Vegetation ScienceWiley

Published: Feb 1, 1995

References

  • Vegetation composition of a maritime salt marsh in Qatar in relation to edaphic features
    Abdel‐Razik, Abdel‐Razik; Ismail, Ismail
  • Aquatic vegetation and hydrology of a braided river floodplain
    Bornette, Bornette; Amoros, Amoros
  • Overstory vegetation and successional trends of Land Between The Lakes, USA
    Franklin, Franklin; Robertson, Robertson; Fralish, Fralish; Kettler, Kettler
  • Trajectory analysis of Chinese vegetation types in a multidimensional climatic space
    Sun, Sun; Feoli, Feoli

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