Between-Groups Comparison of Principal Components
W. J. Krzanowski · Journal of the American Statistical Association · 1979
A method is given for comparing principal component analyses conducted on the same variables in two different groups of individuals, and an extension to the case of more than two groups is outlined. The technique leads to a latent root and vector problem, which has also arisen in the comparison of factor patterns in separate factor analyses. Emphasis in the present article is on the underlying geometry and interpretation of the results. An illustrative example is provided.