About the selection of the number of components in correspondence analysis

Gilbert Saporta (1) , Narcisa Tambrea (2)

1 CEDRIC - MSDMA - CEDRIC. Méthodes statistiques de data-mining et apprentissage
2 CEDRIC - Centre d'études et de recherche en informatique et communications

Selecting the right number of axes in correspondence analysis is usually done by using empirical criteria such as :-detection of an inflexion in the diagram of eigenvalues-getting an arbitrary amount of the cumulated percentage of inertia We examine the application of a chi-square goodness of fit test between the data table and its reconstitution with k eigenvalues. This test which has been proposed by E.Malinvaud, then by E.Andersen and G.Saporta has a good behaviour for frequency tables but fails to apply to multiple correspondence analysis. This failure, however enlightens some properties of this test and of correspondence analysis.

Keywords: correspondence analysis; eigenvalues; dimensionality

Domains: Statistics [stat]

Gilbert Saporta, Narcisa Tambrea. About the selection of the number of components in correspondence analysis. ASMDA 1993: 6th International Symposium on Applied Stochastic Models and Data Analysis, May 1993, Chania, Greece. pp.846-856. ⟨hal-02514004⟩