Bartlett's+Sphericity+Test

Bartlett's Sphericity Test (PCA Analysis) (GWU EMSE-271)
Index | Topics (Logical Lectures) | Lectures | Problems | Readings | Nomenclature | Concepts

Determines if data set is correlated enough for PCA to be appropriate. - EMSE 271, Fall 2009, Slide 273

Adapted from EMSE 271, Fall 2009, Homework Spreadsheet  "Problem with Bartlett's test is that for any data set of reasonable size, uncorrelatedness is rejected which here may imply that PCA is appropriate. Hence, the decision on whether to use PCA should also be based on the need for dimension reduction in the data set and not only based on a statistical text." - EMSE 271, Fall 2009, Slide 275
 * LOOKING AT GOVERNMENT.XLX SOLUTIONS ERRORS IN FORMULAS ABOVE NEED FIXING. Think it is -ln(R) * factor. **


 * Sources:**
 * EMSE 271, Fall 2009