2013
DOI: 10.1016/j.chemolab.2012.10.007
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Bootstrap based confidence limits in principal component analysis — A case study

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Cited by 77 publications
(65 citation statements)
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“…Each sub-model, both with respect to Jack-knifing and bootstrap sample, was rotated and mirrored towards the model on the calibrated data. This is a common method to ascertain that the estimates are not over estimated (Babamoradi et al, 2013). The uncertainty estimates for loading weights were subsequently estimated based on different amounts of split-half runs, and compared to the uncertainty estimate for leave-one-respondent out.…”
Section: Discussionmentioning
confidence: 99%
See 1 more Smart Citation
“…Each sub-model, both with respect to Jack-knifing and bootstrap sample, was rotated and mirrored towards the model on the calibrated data. This is a common method to ascertain that the estimates are not over estimated (Babamoradi et al, 2013). The uncertainty estimates for loading weights were subsequently estimated based on different amounts of split-half runs, and compared to the uncertainty estimate for leave-one-respondent out.…”
Section: Discussionmentioning
confidence: 99%
“…This is a particularly relevant problem for CATA data since this method is commonly applied with a large number of respondents (e.g., 60-80 or more), and thus the difference between each sub-model is very small. A better and more sophisticated method for estimating the uncertainty in the model parameters is bootstrapping (Babamoradi, van den Berg, & Rinnan, 2013;Wehrens, Putter, Lutgarde, & Buydens, 2000). A drawback for this method is that it is not so straightforward to apply.…”
Section: Pls and Jack-knifing Theorymentioning
confidence: 99%
“…37 The number of bootstrap samples was 1,000 × the number of fitted parameter triplets, i.e., in total 101,000 for the 101 subjects.…”
Section: Quantificationmentioning
confidence: 99%
“…It has also been suggested that the sign of each PC should be switched based on the correlation between the columns of V b and the columns of V , rather than the dot products Vfalse[,kfalse]bVfalse[,kfalse] (Jackson, 1995; Babamoradi et al, 2012). 3 We advocate against this correlation method, in favor of the cross product method.…”
Section: Full Description Of the Bootstrap Pca Algorithmmentioning
confidence: 99%
“…Others have argued if the parameter of interest is the principal subspace or the model fit, then the bootstrap PCs should be adjusted to correct for rotational variability, as the principal subspace is unaffected by rotations among the leading PCs. Specifically, it has been suggested to use a Procrustean rotation to match the bootstrap PCs to the original sample PCs (Milan and Whittaker, 1995), and to then create pointwise confidence intervals (CIs) based on the rotated PCs (Timmerman et al, 2007; Babamoradi et al, 2012). 5 We argue however that bootstrap rotational variability is informative of genuine sampling rotational variability, and that adjusting for rotations is not an appropriate way to represent sampling variability of the principal subspace, or the sampling variability of model fit.…”
Section: Full Description Of the Bootstrap Pca Algorithmmentioning
confidence: 99%