Nick Cox wrote:
>>I'd go a little further. There is no model underlying PCA. It's a
transformation procedure!
Yes, I could see that. It certainly is a very useful pre-whitener or,
conversely, low-pass filter, for multivariate data.
Lack of an error model is, IMO, a big issue.
>>I've done some stupid things with it myself, so blame all round. <<
I think all of us who have done a reasonable amount of data analysis
have committed some major sins; the hope is that we've accomplished
enough virtue to manage forgiveness. We shall all have to pray to the
spirit of Saint Ronald of Rothampstead for intersession. :)
Jay
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