Validation in principal components analysis applied to EEG data.

The well-known multivariate technique Principal Components Analysis (PCA) is usually applied to a sample, and so component scores are subjected to sampling variability. However, few studies address their stability, an important topic when the sample size is small. This work presents three validation procedures applied to PCA, based on confidence regions generated by a variant of a nonparametric bootstrap called the partial bootstrap: (i) the assessment of PC scores variability by the spread and overlapping of "confidence regions" plotted around these scores; (ii) the use of the confidence regions centroids as a validation set; and (iii) the definition of the number of nontrivial axes to be retained for analysis.