The HPPRINCOMP Procedure

The new variables that are created for the OUT= data set contain the principal component scores. The N= option determines the number of new variables. The names of the new variables are formed by concatenating the value given by the PREFIX= option (or Prin if PREFIX= is omitted) to the numbers 1, 2, 3, and so on. The new variables have mean 0 and a variance equal to the corresponding eigenvalue, unless you specify the STANDARD option to standardize the scores to unit variance. Also, if you specify the COV option, PROC HPPRINCOMP computes the principal component scores from the corrected or uncorrected (if the NOINT option is specified) variables rather than from the standardized variables.

If you use a PARTIAL statement, the OUT= data set also contains the residuals from predicting the VAR variables from the PARTIAL variables.