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Dear Statistical Consulting Community:

I am looking for a short course (1 week or less), that teaches the theoretical and applied aspects of principal components analysis in a mathematically rigorous way. I've seen university courses on multivariate statistics in general, or the linear model, but not just PCA. Travel is not an issue, so good international couses are welcome, as long as they are in english. Also, I do not want to just learn how to run a PCA using some software package and interpret the results, I want to learn the detailed underlying theory as well.

Many thanks for any information this group can provide!!

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Michael Beyer
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Michael,

I have a short tutorial on my website that addresses both the theory behind PCA as well as includes an example of the methodology.  (Go to: https://sites.google.com/site/ikukuyeva/consulting and click on "Tutorial on Principal Component Analysis".)

Sincerely,

--Irina
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