Method of main components

Nzira yemakona makuru inobva mukuedza kutsanangura huwandu hwekusiyana kwechimwe chezvinhu zvakasiyana-siyana, uye inotarirwa kune zvinhu zviri mumatrix ekubatanidza pamwe chete nekutarisana. Pane imwe nzira inotarisana nechikonzero chekuongorora chinangwa chekufungidzira matrix ekubatanidza kushandisa imwe nhamba yezviitiko (pasi peiyo nhamba yezvimwe zvinoshandiswa), asi nzira dzekufananidza dzinosiyana zvikuru kubva kune imwe nzira yakarongwa.

Saka, nzira yekuongorora inotitendera kuti titsanangure kuwirirana pakati pezvinyorwa ivo pachavo, uye inotungamirirwa pamatongerwo ematrikisi ekugadzirisa marudzi ayo ari kunze kwekuenzanisa.

Kubva pakushanda kwekuita, ngativei kuedza kunzwisisa kukosha kwekushandisa izvi kana kuti iyo nzira. Chikonzero chekutsvaga chinoshandiswa kana pane chido chemuongorori mukudzidza kuwirirana pakati pezvimwe zvinoshandiswa, nzira yezvimwe zvikamu inoshandiswa kana pane chidimbu chekuderedza kuenzana kwemashoko uye zvishoma zvinoda kududzirwa kwavo.

Kubva pakuita, tinogona kuona kuti nzira dzekuongorora tsanangudzo dzinoshandisa nhamba yakawanda yekucherechedza. Panguva imwecheteyo, iyi yakawanda inofanira kunge yakakwirira nehutano hwehukuru kupfuura nhamba yezvinhu zvinowanikwa.

Nzira yezvikamu chikuru inonyanya kuzivikanwa mukutsvakurudza kwekutsvaga, sezvo inogona kushandiswa mukuvapo kwehuwandu hwemashoko ekutanga. Mukushanda kwekutsvakurudza kwakadaro, mapeji aya ane mibvunzo yakafanana, uye mhinduro dzakagamuchirwa dzichaenderana nemitemo ye multicollinearity.

Zvinokurudzirwa kutarisa nzira yezvakakosha muzvikamu zvezviratidzo, izvo zvinofanirwa kunge zvichitungamirirwa nemutsvakurudzi mukutanga kusarudzwa kwenhamba yezvikamu kana zvimwe zvinhu. Chinonyanya kukosha pane izvi ndezvekushandura, kuratidzira hutano hwekusiyana kwezvimwe zvinoshandiswa, zvinotsanangurwa neizvi. Panewo humwe humwe hunokosha hutongi hwemashoko, hunobatsira zvikuru kuenzanisa nhamba yezvikonzero (panofanira kunge kune zvinhu zvakawanda sekunge kune eigenvalues kupfuura imwe). Zvinokwanisika kutsanangura mutemo uyu mune imwe nzira inonyoresa - eigenvalues inoratidza chikamu chemaitiro akasiyana-siyana ezvimwe zvinoshandiswa zvinotsanangurwa nechocho chinhu, uye kana pane kupfuura imwe chete vanofanira kufanidza izvi kusiyana kunowanikwa mune zvinodarika imwechete.

Zvakakosha kujekesa zvakare kuti mutemo we "humwe humwe hutsika" hunobwinya, uye mubvunzo wezvinodiwa zvekushandira kwawo unogona kugadziriswa chete nemuongorori pachake. Semuenzaniso, eigenvalue ine kukosha isingasviki imwe chete, asi inotsanangura kupararira kunoparadzaniswa pakati pezvimwe. Kune nyanzvi mumunda wekutengesa, zvakakosha zvikuru kuti, apo kugovera, izvo zvakasarudzwa zvine zvinoreva zvinoreva. Uye zvinhu izvi zvine eigenvalues zvakakura kupfuura imwe, asi kusina kududzirwa zvinoreva, hazvizofungidzirwi. Uye mamiriro ezvinhu anogona kusimuka zvakasiyana zvakasiyana.

Imwe nyaya yakakosha pamusoro pekushandiswa kwekushandisa nzira dzekuongorora kuongorora ndeyekuita kwekushandura. Kusiyana kwakafanana kwakadai kunogona kutaridzirwa. Inonyanya kuzivikanwa iyi ndeye varimax nzira. Inobva pakuzadzisa huwandu hwehutano hwekusiyana kwezvimwe zvinhu zveumwe munhu chimwe chinhu. Iyi nzira inobatsira kuwana kutsinhanisa umo zvimwe zvinoshandiswa zvinotora hukuru hwepamusoro, asi vamwe vakaderera zvakakwana kune mumwe nomumwe chinhu.

Imwe nzira yekufambisa ikakitikiti, inobatsira kuwana humwe hutende mune izvo zvikonzero zvekusiyana kwega ega kune zvese zvakaderera uye zvakakwirira.

Nzira yekushandura equimax inosanganisira kukanganisa pakati pemitemo miviri inokurukurwa pamusoro apa.

Zvose izvi zvinoshandiswa kune zvakasiyana-siyana pamwe chete nemashandisirwo akafanana; kana achishandiswa, pane kusawirirana kwezvimwe zvinhu.