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Variable Neighborhood Search Heuristics for Selecting a Subset of Variables in Principal Component Analysis

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  • Michael Brusco

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  • Renu Singh
  • Douglas Steinley
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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s11336-009-9130-3
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    Bibliographic Info

    Article provided by Springer in its journal Psychometrika.

    Volume (Year): 74 (2009)
    Issue (Month): 4 (December)
    Pages: 705-726

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    Handle: RePEc:spr:psycho:v:74:y:2009:i:4:p:705-726

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    Related research

    Keywords: combinatorial optimization; principal component analysis; variable selection; variable neighborhood search; tabu search;

    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Kaoru Fueda & Masaya Iizuka & Yuichi Mori, 2009. "Variable selection in multivariate methods using global score estimation," Computational Statistics, Springer, vol. 24(1), pages 127-144, February.
    2. Michael Brusco & J. Cradit, 2001. "A variable-selection heuristic for K-means clustering," Psychometrika, Springer, vol. 66(2), pages 249-270, June.
    3. Cadima, Jorge & Cerdeira, J. Orestes & Minhoto, Manuel, 2004. "Computational aspects of algorithms for variable selection in the context of principal components," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 225-236, September.
    4. Yutaka Kano & Akira Harada, 2000. "Stepwise variable selection in factor analysis," Psychometrika, Springer, vol. 65(1), pages 7-22, March.
    5. Henry Kaiser, 1958. "The varimax criterion for analytic rotation in factor analysis," Psychometrika, Springer, vol. 23(3), pages 187-200, September.
    6. P. Bentler, 1977. "Factor simplicity index and transformations," Psychometrika, Springer, vol. 42(2), pages 277-295, June.
    7. Douglas Steinley & Michael Brusco, 2008. "Selection of Variables in Cluster Analysis: An Empirical Comparison of Eight Procedures," Psychometrika, Springer, vol. 73(1), pages 125-144, March.
    8. Lejeune, M.A., 2006. "A variable neighborhood decomposition search method for supply chain management planning problems," European Journal of Operational Research, Elsevier, vol. 175(2), pages 959-976, December.
    9. Henry Kaiser, 1974. "An index of factorial simplicity," Psychometrika, Springer, vol. 39(1), pages 31-36, March.
    10. Duarte Silva, António Pedro, 2001. "Efficient Variable Screening for Multivariate Analysis," Journal of Multivariate Analysis, Elsevier, vol. 76(1), pages 35-62, January.
    11. Dray, Stephane, 2008. "On the number of principal components: A test of dimensionality based on measurements of similarity between matrices," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 2228-2237, January.
    12. Kristine Hogarty & Jeffrey Kromrey & John Ferron & Constance Hines, 2004. "Selection of variables in exploratory factor analysis: An empirical comparison of a stepwise and traditional approach," Psychometrika, Springer, vol. 69(4), pages 593-611, December.
    13. Michael Brusco & Stephanie Stahl, 2005. "Optimal Least-Squares Unidimensional Scaling: Improved Branch-and-Bound Procedures and Comparison to Dynamic Programming," Psychometrika, Springer, vol. 70(2), pages 253-270, June.
    14. Goel, Asvin & Gruhn, Volker, 2008. "A General Vehicle Routing Problem," European Journal of Operational Research, Elsevier, vol. 191(3), pages 650-660, December.
    15. J. Ramsay & Jos Berge & G. Styan, 1984. "Matrix correlation," Psychometrika, Springer, vol. 49(3), pages 403-423, September.
    16. A. M. Geoffrion & R. E. Marsten, 1972. "Integer Programming Algorithms: A Framework and State-of-the-Art Survey," Management Science, INFORMS, vol. 18(9), pages 465-491, May.
    17. Michael Brusco & Douglas Steinley, 2007. "A Comparison of Heuristic Procedures for Minimum Within-Cluster Sums of Squares Partitioning," Psychometrika, Springer, vol. 72(4), pages 583-600, December.
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    Cited by:
    1. Brusco, Michael J. & Steinley, Douglas, 2011. "Exact and approximate algorithms for variable selection in linear discriminant analysis," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 123-131, January.
    2. Pacheco, Joaquín & Casado, Silvia & Porras, Santiago, 2013. "Exact methods for variable selection in principal component analysis: Guide functions and pre-selection," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 95-111.

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