Principal Components and Repeated Measures

Bonate, Peter, Quintiles (pbonate@qkan.quintiles.com)
Fri, 8 Jan 1999 09:20:42 -0600

I have a question.  Assume you have a dataset nxp with multiple observations
from the same subject.  So if I have 3 variables on 100 subjects measured 4
times, then my data matrix is 400x3.  Does principal components assume that
each row is an independent observation?  If I run a PC on the data set will
the principal components still be valid.  I would greatly appreciate any
help you may offer in this matter.  Thanks.

 

PETER L. BONATE, PhD.

Quintiles
POB 9627  (F4-M3112)
Kansas City, MO  64134
phone:  816-966-3723
fax:  816-966-6999

 

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