Principal Components Analysis
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Principal components analysis finds orthogonal linear combinations of a set of variates that maximize the variation contained within them, thereby displaying most of the original variability in a smaller number of dimensions. It operates on sums of squares and products, or a correlation matrix, or a matrix of variances and covariances, formed from the data variates.

Data Values

Used to enter the names of the variates to be analysed. The button allows multiple selections to be copied from Available Data.

In command mode, the PCP directive has an extended syntax which allows you to specify a matrix, pointer-of-variates, or SSPM as input data.

Analysis based on

Selects whether the analysis is based on the sums of squares and products, correlation, or variance-covariance matrix.

Rotate Loadings

Allows you to rotate loadings according to either the varimax or quartimax criterion.

See Also