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Calculating Principal Components

Calculating Principal Components

Principal component analysis is a technique for reducing the complexity of high dimensional data. You can use principal component analysis to approximate high dimensional data with a few dimensions so you can examine them visually. In SAS/INSIGHT software you can calculate principal components, store them, and plot them in two and three dimensions.

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Figure 19.1: Principal Component Analysis

Calculating Principal Components

Plotting Against Original Variables

Saving Principal Components

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