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Component Analysis in Cross-Sectional and Longitudinal Data

Published online by Cambridge University Press:  01 January 2025

Roger E. Millsap  and
William Meredith
Roger E. Millsap*
Affiliation:
Baruch College, City University of New York
William Meredith
Affiliation:
University of California-Berkeley
*
Requests for reprints should be sent to Roger E. Millsap, Department of Psychology, Baruch College, City University of New York, 17 Lexington Ave., New York, NY 10010.
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Abstract

An extension of component analysis to longitudinal or cross-sectional data is presented. In this method, components are derived under the restriction of invariant and/or stationary compositing weights. Optimal compositing weights are found numerically. The method can be generalized to allow differential weighting of the observed variables in deriving the component solution. Some choices of weightings are discussed. An illustration of the method using real data is presented.

Keywords

invariancestationaritylinear regressionthree-mode factor analysis
Type
Original Paper
Information
Psychometrika , Volume 53 , Issue 1 , March 1988 , pp. 123 - 134
Copyright
Copyright © 1988 The Psychometric Society

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Footnotes

Preparation of this article was supported in part by PSC-CUNY Grant #665365 to Roger E. Millsap and by National Institute of Aging Grant NIA-AG03164-03 to William Meredith. The authors thank John Nesselroade for permitting the use of the data presented in the article.

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