The PRINCOMP Procedure

The PRINCOMP procedure displays the following items if the DATA= data set is not TYPE=CORR, TYPE=COV, TYPE=SSCP, TYPE=UCORR, or TYPE=UCOV:

• simple statistics, including the mean and std (standard deviation) for each variable. If you specify the NOINT option, the uncorrected standard deviation (ustd) is displayed.

• the correlation or, if you specify the COV option, the covariance matrix

The PRINCOMP procedure displays the following items if you use the PARTIAL statement:

• regression statistics, giving the R square and RMSE (root mean squared error) for each VAR variable as predicted by the PARTIAL variables (not shown)

• standardized regression coefficients or, if you specify the COV option, regression coefficients for predicting the VAR variables from the PARTIAL variables (not shown)

• the partial correlation matrix or, if you specify the COV option, the partial covariance matrix (not shown)

The PRINCOMP procedure displays the following item if you specify the COV option:

• the total variance

The PRINCOMP procedure displays the following items unless you specify the NOPRINT option:

• eigenvalues of the correlation or covariance matrix, as well as the difference between successive eigenvalues, the proportion of variance explained by each eigenvalue, and the cumulative proportion of variance explained

• the eigenvectors