Help on PARAFAC nested

In two-way analysis, many models are nested, which means that an F+1 component model contains the solution to an F-component model plus one additional component.

In for example PCA, it holds that the two first scores of a three-component model are identical to the components of a two-component model. This is of practical importance, since one need only to estimate one additional component to obtain the “next” model.

The multi-way PLS regression model is also nested but for PARAFAC and Tucker no nestedness holds.

Therefore, one has to recalculate the whole model for every number of components.

Exit mobile version