Matrix composition, principal component analysis

Another recommendation was to examine the correlation matrix of the covariates prior to the analysis and determine whether any two covariates were correlated. If any two correlated covariates were found to be important predictor variables, one could possibly transform the variables into a composite variable, such as the transformation of height and weight into body surface area or body mass index, or to use only the covariate with the greatest predictive value in the model and not to include the other covariate. An untested approach would be to use principal component analysis and then use one or more of the principal components as the covariate in a model. 

Multivariate methods, on the other hand, resolve the major sources by analyzing the entire ambient data matrix. Factor analysis, for example, examines elemental and sample correlations in the ambient data matrix. This analysis yields the minimum number of factors required to reproduce the ambient data matrix, their relative chemical composition and their contribution to the mass variability. A major limitation in common and principal component factor analysis is the abstract nature of the factors and the difficulty these methods have in relating these factors to real world sources. Hopke, et al. (13.14) have improved the methods ability to associate these abstract factors with controllable sources by combining source data from the F matrix, with Malinowski s target transformation factor analysis program. (15) Hopke, et al. (13,14) as well as Klelnman, et al. (10) have used the results of factor analysis along with multiple regression to quantify the source contributions. Their approach is similar to the chemical mass balance approach except they use a least squares fit of the total mass on different filters Instead of a least squares fit of the chemicals on an individual filter. 

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