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 Conmponent Analysis
SIMONETTI B.
2006-01-01
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:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
