The PRINCOMP Procedure

Displayed Output

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 standard deviation (StD) 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 root mean squared error (RMSE) 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, in addition to the difference between successive eigenvalues, the proportion of variance explained by each eigenvalue, and the cumulative proportion of variance explained

  • the eigenvectors