Which statement is not true about principal components analysis (PCA)?
A)The factors are estimated based only on the common variance.
B)The total variance in the data is considered.
C)PCA is recommended when the primary concern is to determine the minimum number of factors that will account for maximum variance in the data for use in subsequent multivariate analysis.
D)The diagonal of the correlation matrix consist of unities.

Question

Quizplus · Accepted Answer

PCA considers both common and unique variances of the variables, not just the common variance. The other statements accurately describe aspects of PCA.

Which Statement Is Not True About Principal Components Analysis (PCA)