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Biometrika 1966 53(3-4):325-338; doi:10.1093/biomet/53.3-4.325
© 1966 by Biometrika Trust
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Some distance properties of latent root and vector methods used in multivariate analysis

J. C. GOWER

Rothamsted Experimental Station

This paper is concerned with the representation of a multivariate sample of size n as points P1, P2, ..., Pn in a Euclidean space. The interpretation of the distance {Delta}(Pi, Pj) between the ith and jth members of the sample is discussed for some commonly used types of analysis, including both Q and R techniques. When all the distances between n points are known a method is derived which finds their co-ordinates referred to principal axes. A set of necessary and sufficient conditions for a solution to exist in real Euclidean sapce is found. Q and R techniques are defined as being dual to one another when they both lead to a set of n points with the same inter-point distances. Pairs of dual techniques are derived. In factor analysis the distances between points whose co-ordinrates are the estimated factor scores can be interpreted as D2 with a singular dispersion matrix.


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