Understanding the inverse equivalent width - luminosity relationship (Baldwin
Effect), the topic of this meeting, requires extracting information on
continuum and emission line parameters from samples of AGN. We wish to discover
whether, and how, different subsets of measured parameters may correlate with
each other. This general problem is the domain of Principal Components Analysis
(PCA). We discuss the purpose, principles, and the interpretation of PCA, using
some examples from QSO spectroscopy. The hope is that identification of
relationships among subsets of correlated variables may lead to new physical
insight.Comment: Invited review to appear in ``Quasars and Cosmology'', A.S.P.
Conference Series 1999. eds. G. J. Ferland, J. A. Baldwin, (San Francisco:
ASP). 10 pages, 2 figure
