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  • How significant a PCA separation is?

    Hi,

    I have done a PCA analysis and now I want to get a p-value for my group separation to know if this classification is significant and/or between which categorical variables it is significant.
    It would be also great if I can find out based on which dimension I can get the maximum separation for each categorical variable.

    Thank!

  • #2
    Originally posted by rozitaa View Post
    Hi,

    I have done a PCA analysis and now I want to get a p-value for my group separation to know if this classification is significant and/or between which categorical variables it is significant.
    It would be also great if I can find out based on which dimension I can get the maximum separation for each categorical variable.

    Thank!
    Hi rozitaa,
    Did u find answer to your question. I am also looking for something like this. Please let me know if you know something.

    Thanks!

    Comment


    • #3
      Principal Component Analysis is an exploratory data analysis technique. It does not test a null hypothesis and generate a p-value.

      Comment


      • #4
        Hi everyone,

        I have found a package in R called, FactoR which seems it can give you a p-value for component separation. I haven't tested it myself yet but please have a look and I am looking forward to hearing your opinion about it.

        Comment


        • #5
          FactoR mine is essentially performing independent comparisons among the data here like one would with a correlation coefficient or regression. Strictly speaking it is not giving a P value for the PCA. These are ad hoc comparisons to help interpret the PCA.

          Comment

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