bootstrapped PCA?

Posted by Ian Martin-2 on Nov 26, 2014; 2:50pm
URL: http://spssx-discussion.165.s1.nabble.com/bootstrapped-PCA-tp5728039.html

I was wondering if there is some particular reason for the scattered implementation of the bootstrap option in SPSS?  While I understand there are some unique considerations in the implementation of this option for factor analyses (flipping polarity of variable loadings on subsamples, leading to overestimation of variance), I think there are solutions that have been published.

Is there any intent, or timeline, at SPSS, for making bootstrap available for PCA and similar analyses, or does anyone know of a scripting solution for bootstrapped eigenvalues and variable loadings?

cheers,
Ian


Ian D. Martin, Ph.D.
Environmental Analysis & Consulting

=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD