Multivariate Analysis: Principal Component Analysis

Method Tab

You can use the Method tab to set options in the analysis. (See FigureĀ 26.3.) Each UI control in the tab corresponds to an option in the PRINCOMP procedure. The Rotation tab contains the following controls:

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. 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.