Bootstrap confidence intervals for three-way component methods

Abstract

The two most common component methods for the analysis of three-way data, CANDECOMP/PARAFAC (CP) and Tucker3 analysis, are used to summarize a three-mode three-way data set by means of a number of component matrices, and, in case of Tucker3, a core array. Until recently, no procedures for computing confidence intervals for the results from such analyses were available. Recently, such procedures have come available by Riu and Bro (2003) for CP using the jack-knife procedure, and by Kiers (2004) for CP and Tucker3 analysis using the bootstrap procedure. The present paper reviews the latter procedures, discusses their performance as reported by Kiers (2004), and illustrates them on an example data set. © Springer-Verlag Berlin, Heidelberg 2005.