Illustrative Examples of Principal Component Analysis Using SYSTAT/FACTOR.
Interim technical rept.,
CORNELL UNIV ITHACA NY MATHEMATICAL SCIENCES INST
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In order to provide a deeper understanding of the workings of principal components, four data sets were constructed by taking linear combinations of values of two correlated variables to form the X-variates for the principal component analysis. The examples highlight some of the properties and limitations of principal component analysis. This is part of a continuing project that produces annotated computer output for principal component analysis. The complete project will involve processing four examples on SASPRINCOMP, BMDP4M, SPSS-XFACTOR, GENSTAT PCP, and SYSTAT FACTOR. We show here the results from SYSTATFACTOR, Version 3. Author
- Statistics and Probability