The PRINCOMP Procedure

The VAR statement lists the numeric variables to be analyzed. If you omit the VAR statement, all numeric variables not specified in other statements are analyzed. However, if the DATA= data set is TYPE=SSCP, the default set of variables used as VAR variables does not include Intercept so that the correlation or covariance matrix is constructed correctly. If you want to analyze Intercept as a separate variable, you should specify it in the VAR statement.