[R] PCA with NA

Kevin Wright kw.statr at gmail.com
Mon Nov 26 16:26:10 CET 2007


The pcaMethods package offers a collection of different algorithms for
PCA, some of which (NIPALS and others) can be used on data that have
missing values.

Kevin Wright


On Nov 24, 2007 4:59 PM, Hartmut Oldenbürger <jcleese at liteline.de> wrote:
> Hi Birgit, and All
>
> Possibly you should not consider the case completed ;-)
> There is an important alternative to imputing means, or estimates from
> first or second order
> regression (Frane, Psychometrica, BMDP):  partial-least-squares (Wold),
> which uses as much
> information from the data as possible to estimate the principal
> components, or the missing data.
>
> Stephane Dray, also from Lyon, provides 'nipals' here:
>     http://biomserv.univ-lyon1.fr/~dray/software.php
> There is also an interesting paper.  - In case, you use PLS to estimate
> and impute, set the
> number of factors as high as reasonably possible, e.g. m-1, when m is
> the number of variables.
>                                                 best - Hartmut Oldenbürger
> ---
> holdenb1 at uni-goettingen.de
> http://www.wipaed.wiso.uni-goettingen.de/~holdenb1
>
>
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