Multivariate Analysis: Principal Component Analysis |
The Method Tab
You can use the Method tab (Figure 26.3) to set options in the analysis.
Each of the following options corresponds to an option in the PRINCOMP procedure:
- Compute principal components from
- specifies whether the principal components are computed for the correlation matrix or the covariance matrix. This corresponds to the COV option in the PROC PRINCOMP statement.
- Number of principal components
- specifies how many principal components to compute. This corresponds to the N= option in the PROC PRINCOMP statement. Note that you can type in this field. If you want five principal components, you can type 5 even though this is not an option in the list.
- Standardize principal component scores
- specifies whether to standardize the principal component score. This corresponds to the STANDARD option in the PROC PRINCOMP statement. If you clear this option, the scores have variance equal to the corresponding eigenvalue.
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