1999 Fiscal Year Final Research Report Summary
Study of variable selection methods integrated in data analysis and development of interactive system for variable selection
| Project/Area Number |
10680321
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Statistical science
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| Research Institution | Okayama University of Science |
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Principal Investigator |
MORI Yuichi Okayama University of Science, Faculty of Informatics, Associate Professor, 総合情報学部, 助教授 (80230085)
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| Project Period (FY) |
1998 – 1999
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| Keywords | Stepwise selection / Principal component analysis / Modified PCA / Proportion / Computer intensive methods / Sensitivity analysis / Variable selection software / Web application |
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| Research Abstract |
We study variable selection in multivariate methods without external variables, especially in principal component analysis (PCA). In this study we discuss the followings.
1. We consider Tanaka & Mori's method (Modified PCA) in detail among the previous studies and some new methods for variable selection in PCA. That is, we propose four stepwise selection procedures and evaluate them, and investigate its criteria numerically.
2. We apply the computer intensive methods (Bootstrap and Cross-validation techniques) to the results of the selection and then can obtain information to evaluate the methods and to determine the number of variables to be selected.
3. We adopt the idea of sensitivity analysis as a new criterion to select variables. As for sensitivity analysis, we develop the statistical package "SAMMIF" which can be used conveniently for detecting not only singly but also jointly influential observation. Using the idea we propose a new selection method to find a variable which has the smallest influence on the result or parameter estimations of PCA and then delete it.
4. We also develop the software "VASPCA" for variable selection in PCA. This is an interactive software which includes all the selection methods and has two types of versions, VASPCA/Win for Windows and VASPCA/Web for the internet.
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