In article <[EMAIL PROTECTED]>, Elliot Cramer <[EMAIL PROTECTED]> wrote: >In sci.stat.edu Radford Neal <[EMAIL PROTECTED]> wrote:
>: You don't know what you are talking about. There are many, many >: situations in which data is analysed when there are more variables >: than observations. >but if you know anything about statistics, you don't analyze them as >variables but condense them based on your knowledge to many fewer >variables than observations Statistics is not limited to a few cookbook procedures. It is not at all unusual that the condensation is not possible, and attempting to do it may lead to gross errors. In my paper in Bayesian Statistics 3, I discuss the problem of estimating the mean of an infinite dimensional normal distribution, which certainly has far more variables than observations. It is a good approximation of finite ones. One can use these methods for spectral analysis, which also has an infinite number of parameters. Density estimation seems to be harder, but falls into the same class. >: The absurdity of saying you can't do anything with more variables than >: observations is well illustrated by the case of spectroscopic data, >: where the number of variables is just the number of frequencies (or >: that you have to throw away the extra data from the better instrument >: before analysing it. >see above >: PCA isn't necessarily the best way of analysing such data, but it >: isn't senseless. >It's senseless I would not use PCA for other reasons, but it is not senseless. -- This address is for information only. I do not claim that these views are those of the Statistics Department or of Purdue University. Herman Rubin, Deptartment of Statistics, Purdue University [EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558 . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
