Sankhya: The Indian Journal of Statistics

1964, Volume 26, Series A, Pt. 4, pp. 329--358

THE USE AND INTERPRETATION OF PRINCIPAL COMPONENT ANALYSIS IN APPLIED RESEARCH

By

C. RADHAKRISHNA RAO, Indian Statistical Institute and Stanford University

SUMMARY. The paper provides various interpretations of principal components in the analysis of multiple measurements. A number of generalizations of principal components have been made especially in the study of a set of variables in relation to another set known as instrumental variables. The use of generalized principal components in applied research has been indicated. Finally, the difference between factor analysis and principal component analysis has been explained.

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