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data reduction

Quant analytics: how to check that Data reduction is correct after applying PCA to a data set

Quant analytics: how to check that Data reduction is correct after applying PCA to a data set ==   ! You should check that the Cumulative Proportion of Variance of the number of dimensions you decide to take is enough (about 80%: it depends on the field). On R, you clearly see that with the …

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can anyone help for quant analysis to implement Principal Component Analysis for satistical data reduction

can anyone help for quant analysis to implement Principal Component Analysis for satistical data reduction   == There are LOTS of online resources that walk you through this… find the one that corresponds to the software you’re using. For example, if you’re using SAS, consider: http://support.sas.com/publishing/pubcat/chaps/55129.pdf Or, if you’re using SPSS, consider: http://www.unt.edu/rss/class/Jon/SPSS_SC/Module9/M9_PCA/SPSS_M9_PCA1.htm If you’re …

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