The HPPRINCOMP Procedure

The HPPRINCOMP procedure is a high-performance procedure that performs principal component analysis. It is a high-performance version of the PRINCOMP procedure in SAS/STAT software, but it provides additional iterative methods to calculate the principal components.

Principal component analysis is a multivariate technique for examining relationships among several quantitative variables, providing an optimal way of reducing dimensionality by projecting the data onto a lower-dimensional orthogonal subspace that explains as much variation in those variables as possible. The choice between using factor analysis and using principal component analysis depends in part on your research objectives. You should use the HPPRINCOMP procedure if you are interested in summarizing data and detecting linear relationships. You can use principal component analysis to reduce the number of variables in regression, clustering, and so on.

PROC HPPRINCOMP runs in either single-machine mode or distributed mode.

Note: Distributed mode requires SAS High-Performance Statistics .