统计研究 ›› 2013, Vol. 30 ›› Issue (8): 25-31.

• 论文 • 上一篇    下一篇

主成分分析综合评价应该注意的问题

林海明 杜子芳   

  • 出版日期:2013-08-15 发布日期:2013-08-05

Some Problems in Comprehensive Evaluation in the Principal Component Analysis

Lin Haiming & Du Zifang   

  • Online:2013-08-15 Published:2013-08-05

摘要: 主成分分析用于多指标的综合评价较普遍,但因缺乏应用条件的考虑而导致评价结果不具合理性甚至错误,故应深入研究其应用条件。本文应用因子分析法因子载荷阵的简单结构,加权算术平均数的合理性,得出主成分分析综合评价的应用条件是:指标是正向、标准化的;主成分载荷阵达到更好的简单结构;主成分正向;主成分与变量显著相关,并结合2010年广东省各市对外贸易国际竞争力的评价实例提出了一些建议。

关键词: 主成分分析, 综合评价, 条件, 简单结构

Abstract: The principal component analysis is widely used in comprehensive evaluation, but sometimes, the results of the principal component analysis evaluation index is unreasonable and even wrong. Therefore, the construction conditions of the principal component analysis evaluation index needs to be further studied. Applying the simple structure of factor loading matrix in factor analysis method and the rationality of weighted arithmetic mean, we get the construction conditions for the principal component analysis evaluation index: the indicators are positive and standardized; the principle component loading matrix gets a better simple structure; the principle component is positive; the principle components and variables are significantly related. Also, we propose some suggestions through empirical study.

Key words: Principal Component Analysis, Comprehensive Evaluation, Conditions, Simple Structure