small remark, but I'd love to get some response on the following:
I've had to tackle multivariable data sets as well (up to 100 variables). using PCA to reduce that number to 2 or 3 principal components (also noticed the noise to signal ratio problem, where clean data works fine with PCA and dirty ones doesn't at all). my problem is though that the PCA produced this new data set that doesn't have equality of variance nor covariance. which prohibits us form analysing it with MANOA. my question then is how should I transform the new data? assuming I'm using Cox-Box transform, should I use it on each variable (for all replicates) at a time, until I reach equality of variance (with Cochran's test)?
thanks for any help you can provide.

 
On 24/04/07, Carlos Alberto Estombelo Montesco <[log in to unmask]> wrote:
Dear Peter Flom,
 
Some coments about your email:
 
- When you say "classify ... neurological problems" I think that it is general and probably there are characteristics (in signal) that can define which neurological problems, for example are your talkin about spikes related to schizophrenia?
 
- It is interesting to do a Principal componene analysis over data, but here you can obtain : (ortogonal) components  ordered by their variances, if you have a good signal-to-noise-ratio (SNR) I think that there are no problems. But if you have low SNR, you need to be carefully about the high variance of the noise compared with the signal of interest and then lost the characteristics of the rela signal of interes, and when you cluster it can be appear spread, interfering the clustering.
 
- When you use PCA probably you have the most correlated cases but not independent, because uncorrelation not meaning independence.
 
- If you have "the diagnosis of the people " why didn´t you choose the most representative (a percentage of the set) and train and algoritm of classification, after that test with other little percentage, and at the end you can clasify the rest of data ?
 
Best Regards,
 
Carlos  Estombelo-Montesco

 
2007/4/24, Peter Flom <[log in to unmask]>:

Hello

(note that this is the same Peter Flom at a different address with a new e-mail and a new job)

I have a data set with about 800 people and about 1000 variables.  The variables are all 'features' of EEG data that have been extracted by subject matter experts in neurology as being potentially useful. All variables have been standardized to mean 0, sd 1. There are many high correlations among them.

We are interested in many aspects of this data - one primary aim is to use the EEG data to better classify people who have neurological problems.  Two methods that seem particularly relevant to this list are clustering and decision trees.  I've done a bit of both, but always on data sets with FAR fewer variables ( e.g. about 10 variables).  Especially with regard to clustering, I was thinking of doing a principal components analysis prior to the cluster analysis (perhaps with SAS PRINCOMP, FACTOR, or VARCLUS). 

With regard to trees, I've done some 'basic' analysis of other data sets using R's 'party' and 'rpart' packages.  With those data sets, however, the main goal was explanation, and so, I did not explore bagging and boosting and such.  Any pointers or introductions to that literature would be most welcome (preferably at a not TOO high mathematical level - I had some calculus many years ago, but am much more interested in applications than in 'theorem-proof' material).

I will be exploring this data set for quite some time, so am willing to invest some effort to learn best practices, and am also willing to try a variety of methods.

Finally, as to why I am looking at both trees and clusters - partly, we know the diagnosis of the people (hence trees are useful) but we also know that there are difficulties with the diagnoses, and that these difficulties may be amenable to exploration with sophisticated methods


Thanks in advance

Peter Flom
Brainscope, Inc.

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  Carlos Alberto Estombelo Montesco                  
  PhD. Student in Physics Applied to Medicine and Biology                        
.......................................................................................                                            
  University of Sao Paulo
  Department of Physics and Mathematics
  School of Philosophy, Sciences and Letters of Ribeirão Preto
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