13 Is PCA unstable under multicollinearity? 10 Partial Correlation Interpretation 6 “matrix is not positive definite” - even when highly correlated variables are removed 6 How to generate a large full-rank random correlation matrix with some strong correlations present? 6 How to “regress out” some variables?

### Reputation (1,468)

 +10 How to “regress out” some variables? +20 Is PCA unstable under multicollinearity? +10 Significance/confidence intervals for PCA or factor loadings - how can such be defined? +10 T-test: is the difference of the means in my sample's two subgroups equal to a given difference of means?(SPSS)

### Questions (13)

 9 What is PCA doing with autocorrelated data? 5 Estimating specific variance for items in factor analysis - how to achieve the theoretical maximum? 4 How is the proof that the Quartimax/Varimax-rotation converges? 4 Significance/confidence intervals for PCA or factor loadings - how can such be defined? 3 Significance test of whether participants have more friends of the same sex

### Tags (61)

 44 pca × 23 13 multicollinearity 19 factor-analysis × 15 12 r × 9 18 correlation × 6 11 interpretation × 3 16 regression × 7 9 eda × 4 14 partial-correlation × 2 8 spss × 6

### Bookmarks (10)

 413 Relationship between SVD and PCA. How to use SVD to perform PCA? 122 Free statistical textbooks 20 What exactly is called “principal component” in PCA? 12 Factor rotation methods (varimax, oblimin, etc.) - what do the names mean and what do the methods do? 11 What are the assumptions of factor analysis?