> 1) PCA makes no assumptions about the distribution (multivariate
normal
> or otherwise) of your data. It is a procedure that simply produces the
> linear combinations of variables with maximum variance subject to
> orthogonality to other such axes.

OK, but variance may or may not be a meaningful parameter
for non-normal data.


> If you are interested in size relationships, regress variables on some
> meaningful measure of size.

If I only had a "meaningful measure of size" ...
:-)


Oyvind Hammer
Geological Museum
University of Oslo
==
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