[R-sig-eco] Principal Component Analysis - Selecting components? + right choice?

[Gavin Simpson]

Please DO NOT cross-post to multiple R mailing lists.

Don Jackson (1993) Stopping Rules in Principal Components Analysis: A
Comparison of Heuristical and Statistical Approaches. Ecology, Vol. 74,
No. 8. (1993), pp. 2204-2214.

G

On Thu, 2008-12-11 at 11:46 +0000, Corrado wrote:
> Dear R gurus,
> 
> I have some climatic data for a region of the world. They are monthly averages 
> 1950 -2000 of precipitation (12 months), minimum temperature (12 months), 
> maximum temperature (12 months). I have scaled them to 2 km x 2km cells, and 
> I have around 75,000 cells.
> 
> I need to feed them into a statistical model as co-variates, to use them to 
> predict a response variable.
> 
> The climatic data are obviously correlated: precipitation for January is 
> correlated to precipitation for February and so on .... even precipitation 
> and temperature are heavily correlated. I did some correlation analysis and 
> they are all strongly correlated.
> 
> I though of running PCA on them, in order to reduce the number of co-variates 
> I feed into the model.
> 
> I run the PCA using prcomp, quite successfully. Now I need to use a criteria 
> to select the right number of PC. (that is: is it 1,2,3,4?)
> 
> What criteria would you suggest?
> 
> At the moment, I am using a criteria based on threshold, but that is highly 
> subjective, even if there are some rules of thumb (Jolliffe,Principal 
> Component Analysis, II Edition, Springer Verlag,2002). 
> 
> Could you suggest something more rigorous?
> 
> By the way, do you think I would have been better off by using something 
> different from PCA?
> 
> Best,
-- 
%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%
 Dr. Gavin Simpson             [t] +44 (0)20 7679 0522
 ECRC, UCL Geography,          [f] +44 (0)20 7679 0565
 Pearson Building,             [e] gavin.simpsonATNOSPAMucl.ac.uk
 Gower Street, London          [w] http://www.ucl.ac.uk/~ucfagls/
 UK. WC1E 6BT.                 [w] http://www.freshwaters.org.uk
%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%