Timeline for How do you interpret generalized variance?
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
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| Jul 20, 2020 at 9:59 | comment | added | confused | So PCA may be more useful than I thought. I was just taught it was a way to condense your data and either plot it or run a regression (couldn't care about either since plotting is for the bobs and there are probably better models for prediction purposes (since you lose interpretation with PCA) - but the weights (or other related metrics) may be a nice way to see how my data changes over time. | |
| Jul 20, 2020 at 9:51 | comment | added | confused | I found some more useful info. So the squareroot of the generalized variance is the area of the prediction ellipsis around your distribution, and so smaller means more correlated, and larger means less correlated. And then I guess you can get a sense of which way it is correlated by using some formulas with eigenvalues. So now using the eigenvalues and what not, I might be able to have a single metric that tracks changes in the behavior of my data over time. I guess looking at the weights within PCA would give you similar metrics, but just interesting to think about. | |
| Jul 17, 2020 at 11:24 | comment | added | confused | @kjetilbhalvorsen as a single metric to measure overall variance/covariance for your variables. | |
| Jul 16, 2020 at 13:21 | comment | added | whuber♦ | It's better to examine all the eigenvalues. (The determinant is merely their product.) | |
| Jul 16, 2020 at 12:36 | comment | added | confused | @whuber is there a way to normalize it? | |
| Jul 15, 2020 at 16:00 | comment | added | kjetil b halvorsen♦ | Usefull in which context? here is a paper using it ... See also stats.stackexchange.com/questions/273236/… and stats.stackexchange.com/questions/421674/… | |
| Jul 15, 2020 at 12:42 | comment | added | whuber♦ | What you heard is only a faint shadow of the truth, because "small" and "large" depend very strongly on how many variables are involved. | |
| Jul 15, 2020 at 9:33 | history | asked | confused | CC BY-SA 4.0 |