| Multivariate Analyses |
Principal Components Rotation
You can generate tables of output from principal component rotation by setting options in the Rotation Options dialog shown in Figure 40.7 or from the Tables menu shown in Figure 40.11. Select Component Rotation from the Tables menu to display the principal component rotation dialog shown in Figure 40.20.
Figure 40.20: Principal Components Rotation Dialog
You specify the number of components and type of rotation in the Rotation Options dialog, as shown in Figure 40.4.
The Orthogonal Rotation Matrix is the orthogonal rotation matrix used to compute the rotated principal components from the standardized principal components.
The Correlations (Structure) and Covariances tables include the correlations and covariances between the Y variables and the rotated principal components.
Figure 40.21 shows the rotation matrix and correlations and covariances between the Y variables and the first two rotated principal components.
The scoring coefficients are the coefficients of the Y variables used to generate rotated principal components. The Std Scoring Coefs table includes the scoring coefficients of the standardized Y variables, and the Raw Scoring Coefs table includes the scoring coefficients of the centered Y variables.
The Communality Estimates table gives the standardized variance of each Y variable explained by the rotated principal components.
The Redundancy table gives the variances of the standardized Y variables explained by each rotated principal component.
Figure 40.22 shows the scoring coefficients of the standardized Y variables, communality estimates for the Y variables, and redundancy for each rotated component.
Figure 40.21: Rotation Matrix, Correlation, and Covariance Tables
Figure 40.22: Scoring Coefficients, Communality, and Redundancy Tables
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