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...run the PCA using prcomp, quite successfully. Now I need to use a criteria to select the right number of PC. (that is: is it 1,2,3,4?) What criteria would you suggest? At the moment, I am using a criteria based on threshold, but that is highly subjective, even if there are some rules of thumb (Jolliffe,Principal Component Analysis, II Edition, Springer Verlag,2002). Could you suggest something more rigorous? By the way, do you think I would have been better off by using something different from PCA? Best, -- Corrado Topi Global Climate Change & Biodiversity Indicators Area 18,Departme...

Hello All, The basic premise of what I want to do is the following: I have 20 "entities" for which I have ~500 measurements each. So, I have a matrix of 20 rows by ~500 columns. The 20 entities fall into two classes: "good" and "bad." I eventually would like to derive a model that would then be able to classify new entities as being in "good

...and Minhoto, M. (2004) Computational aspects of algorithms for variable selection in the context of principal components. To appear in _Computational Statistics & Data Analysis_ (Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems). 2) Cadima, J. and Jolliffe, I.T. (2001). Variable Selection and the Interpretation of Principal Subspaces, _Journal of Agricultural, Biological and Environmental Statistics_, Vol. 6, 62-79. 3) Duarte Silva, A.P. (2002) Discarding Variables in a Principal Component Analysis: Algorithms for All-Subsets Comparisons, _Computat...

...and Minhoto, M. (2004) Computational aspects of algorithms for variable selection in the context of principal components. To appear in _Computational Statistics & Data Analysis_ (Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems). 2) Cadima, J. and Jolliffe, I.T. (2001). Variable Selection and the Interpretation of Principal Subspaces, _Journal of Agricultural, Biological and Environmental Statistics_, Vol. 6, 62-79. 3) Duarte Silva, A.P. (2002) Discarding Variables in a Principal Component Analysis: Algorithms for All-Subsets Comparisons, _Computat...