The HPPRINCOMP Procedure

This example analyzes mean daily temperatures of selected US cities in January and July. The following statements create the Temperature data set:

data Temperature;
   length Cityid $ 2;
   title 'Mean Temperature in January and July for Selected Cities ';
   input City $1-15 January July;
   Cityid = substr(City,1,2);
   datalines;
Mobile          51.2 81.6
Phoenix         51.2 91.2
Little Rock     39.5 81.4
Sacramento      45.1 75.2
Denver          29.9 73.0

   ... more lines ...   

Cheyenne        26.6 69.1
;

The following statements invoke the HPPRINCOMP procedure, which requests a principal component analysis of the Temperature data set and outputs the scores to the Scores data set (OUT= Scores). The Cityid variable in the ID statement is also included in the output data set.

title 'Mean Temperature in January and July for Selected Cities';
proc hpprincomp data=Temperature cov out=Scores;
   var July January;
   id Cityid;
run;

Output 58.1.1 displays the PROC HPPRINCOMP output. The standard deviation of January (11.712) is higher than the standard deviation of July (5.128). The COV option in the PROC HPPRINCOMP statement requests that the principal components be computed from the covariance matrix. The total variance is 163.474. The first principal component accounts for about 94% of the total variance, and the second principal component accounts for only about 6%. The eigenvalues sum to the total variance.

Note that January receives a higher loading on Prin1 because it has a higher standard deviation than July. Also note that the HPPRINCOMP procedure calculates the scores by using the centered variables rather than the standardized variables.