Principal Components and Repeated Measures

Bonate, Peter, Quintiles (
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.



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