Gardner-Lubbe, Sugnet; Roux, Niël Le; Gowers, John - In: Journal of Applied Statistics 35 (2008) 9, pp. 947-965
Treating principal component analysis (PCA) and canonical variate analysis (CVA) as methods for approximating tables, we develop measures, collectively termed predictivity, that assess the quality of fit independently for each variable and for all dimensionalities. We illustrate their use with...