The HPPRINCOMP Procedure

If you want to analyze a partial correlation or covariance matrix, specify the names of the numeric variables to be partialed out in the PARTIAL statement. The HPPRINCOMP procedure computes the principal components of the residuals from the prediction of the VAR variables by the PARTIAL variables. If you request an OUT= or OUTSTAT= data set, the residual variables are named by prefixing either the characters R_ (by default) or the string specified in the PARPREFIX= option to the VAR variables.