Published online by Cambridge University Press: 01 January 2025
The resolution of a set of variables into principal components may be performed upon variables having arbitrary variances, or upon variables obtained from these by reduction of all variances to unity. The two procedures do not yield the same results even if the principal components are reduced to unit variance in both cases, except when the original variances are all equal.
This article was written while the author was on a W.P.A. project at Teacher's College, Columbia University.
Hotelling, H. “Analysis of a complex of Statistical Variables into Principal Components.” Journal of Educational Psychology, 1933, 24, 417-441, 498-520.
“Simplified Calculation of Principal Cmnponents.” Psychometrika, 1936, 1, 27-35. The first reference will be referred to as loc. cit.
Kelley. T. L. Essentical Traits of Mental Life. Cambridge: Harvard Univ. Press, 1935. P. 145.