tt: Treelet transform with Stata
Anders Gorst-Rasmussen
Department of Mathematical Sciences
Aalborg University
Aalborg, Denmark
[email protected]
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Abstract. The treelet transform is a recent data reduction technique from the field
of machine learning. Sharing many similarities with principal component analysis,
the treelet transform can reduce a multidimensional dataset to the projections on a
small number of directions or components that account for much of the variation in
the original data. However, in contrast to principal component analysis, the treelet
transform produces sparse components. This can greatly simplify interpretation.
I describe the tt Stata add-on for performing the treelet transform. The add-on
includes a Mata implementation of the treelet transform algorithm alongside
other functionality to aid in the practical application of the treelet transform. I
demonstrate an example of a basic exploratory data analysis using the tt add-on.
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Anders Gorst-Rasmussen
View all articles with these keywords:
tt, ttcv, ttscree, ttdendro, ttloading, ttpredict, ttstab, treelet, principal component analysis, dimension reduction, factor analysis
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