The following books pertaining to PCA / FA (principal components and factor analysis) have been added to the complete bibliography. One is data analysis for geology, another is “factor analysis in chemistry”. The geology book has much more material in it than PCA / FA, while the chemistry book is devoted to the one topic.
I had already listed a more general book about data analysis in chemistry (“brereton”). I don’t know yet if I’ll discuss any material from it. I have no idea why I put it out there ahead of time.
I will be discussing at least one example from the geology book Real Soon Now; and I will certainly get to the “factor analysis in chemistry” book. Both are very important for understanding – as opposed to merely computing – PCA / FA.
In addition, there are two statistics books, both by Ronald Christensen. I bought his “Advanced Linear Modeling” during the annual Springer Verlag “buy ‘em cheap” sale, just because it was cheap. I liked it enough that I hunted down “Plane Answers”, which is effectively volume 1 of this two-volume set. I like his writing style; but the books are at a graduate level; further, like the authors of “Numerical Recipies”, he is opinionated, and I love that.
He has a chapter on PCA / FA in the “second volume”, which is why both books are listed. I do not know yet if I will be using material from him, but I do keep looking back at it.
I did say he was opinionated, right? From the chapter on PCA / FA:
“The point of this example is to illustrate the type of analysis commonly used in identifying factors. No claim is made that these procedures are reasonable.”
Davis, John C. ; Statistics & Data Analysis in Geology;
John Wiley & sons, (3rd ed.) 2002. ISBN 0 471 17275 8
[multivariate statistics, principal components / factor analysis, PCA / FA; 20 Feb 2008]
the PCA / FA stuff here is only one of five chapters (i’m not counting the introduction). just from the one chapter, i know i like the author’s style, and i’d like to go thru the whole book someday. in particular, to see “kridging”; more generally, of course, to see all the mathematics he’s got here.
this is a probably an upper-division book; it begins with elementary statistics and matrix algebra, but i suspect it would be best if those were review material for any reader; i won’t know whether the book requires much geology until i read it. the final three chapters are sequential, spatial, and multivariate data, respectively.
Malinowski, Edmund R. ; Factor Analysis in Chemistry;
Wiley-Interscience, (3rd ed.) 2002. ISBN 0 471 13479 1
[Principal components analysis, PCA / FA; 20 Feb 2008]
I believe this is the man who introduced PCA / FA into chemistry a few decades ago. Like too much else,it has many references to the literature, and rather few self-contained examples.
His approach to target testing may be the standard, but there is an easier way to do it.
His language is sometimes imprecise, but I can forgive him: I catch myself saying the same careless things!
Christensen, Ronald; Plane Answers to Complex Questions;
Springer, 2nd ed., 1996. ISBN 0 387 94767 1
[statistical inference; 20 Feb 2008]
“This book is about linear models… [i.e.] linear in the parameters…. The applications… will generally fall into… Regression Analysis and Analysis of Variance.”
i bought this book specifically because i liked his companion volume (“advanced…”).
this is essentially his text for a required graduate course in statistics. (“plane”, of course, is a play on “plain” and linear.)
Christensen, Ronald; Advanced linear modeling;
Springer, 2nd ed., 2001. ISBN 0 387 95296 9.
[multivariate statistical inference, PCA / FA; 20 Feb 2008]
A follow-up to his “plane answers “: “multivariate, time series, and spatial data; nonparametric regression and response surface maximization”. and he does have a chapter on PCA / FA.