Cookies

We use cookies to ensure that we give you the best experience on our website. By continuing to browse this repository, you give consent for essential cookies to be used. You can read more about our Privacy and Cookie Policy.


Durham Research Online
You are in:

Dimension reduction via principal variables.

Cumming, J. A. and Wooff, D. A. (2007) 'Dimension reduction via principal variables.', Computational statistics & data analysis., 52 (1). pp. 550-565.

Abstract

For many large-scale datasets it is necessary to reduce dimensionality to the point where further exploration and analysis can take place. Principal variables are a subset of the original variables and preserve, to some extent, the structure and information carried by the original variables. Dimension reduction using principal variables is considered and a novel algorithm for determining such principal variables is proposed. This method is tested and compared with 11 other variable selection methods from the literature in a simulation study and is shown to be highly effective. Extensions to this procedure are also developed, including a method to determine longitudinal principal variables for repeated measures data, and a technique for incorporating utilities in order to modify the selection process. The method is further illustrated with real datasets, including some larger UK data relating to patient outcome after total knee replacement.

Item Type:Article
Keywords:Variable selection, Principal components, Partial correlation, Partial covariance, Utility.
Full text:PDF - Accepted Version (264Kb)
Status:Peer-reviewed
Publisher Web site:http://dx.doi.org/10.1016/j.csda.2007.02.012
Publisher statement:NOTICE: this is the author’s version of a work that was accepted for publication in Computational Statistics & Data Analysis. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Computational Statistics & Data Analysis, 52, 15 September 2007, 10.1016/j.csda.2007.02.012.
Record Created:15 Feb 2008
Last Modified:08 Aug 2016 11:49

Social bookmarking: del.icio.usConnoteaBibSonomyCiteULikeFacebookTwitterExport: EndNote, Zotero | BibTex
Usage statisticsLook up in GoogleScholar | Find in a UK Library