[R] PCA with NA

Hartmut Oldenbürger jcleese at liteline.de
Sat Nov 24 23:59:32 CET 2007

Hi Birgit, and All

Possibly you should not consider the case completed ;-)
There is an important alternative to imputing means, or estimates from
first or second order
regression (Frane, Psychometrica, BMDP):  partial-least-squares (Wold),
which uses as much
information from the data as possible to estimate the principal
components, or the missing data.

Stephane Dray, also from Lyon, provides 'nipals' here:
There is also an interesting paper.  - In case, you use PLS to estimate
and impute, set the
number of factors as high as reasonably possible, e.g. m-1, when m is
the number of variables.
                                                best - Hartmut Oldenbürger
holdenb1 at uni-goettingen.de

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