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Cross Validation of MCA

The basic idea is to make a version of leave-one-out cross validation in MCA. This involves writing efficient algorithms. and thinking about sensible criteria, then use these criteria for "model-selection".

One possibility is to leave-one-out, then fit in the object point passively, then predict which categories it "should" belong to (the closest ones), then see how well this fits.

This can be used to choose dimensionality, to choose coding of categories, and so on.

A related question is how well MCA does in recovering the qualitative information in the indicator matrices.

UCLA Department of Statistics
Last updated: 12-Oct-2000
Access count is: 2859, since 01-Jul-2001
Maintained by: Jan de Leeuw [deleeuw@stat.ucla.edu]