Illustrative Examples of Principal Component Analysis using SPSS-X/FACTOR

摘要

In order to provide a deeper understanding of the workings of principal components, four data sets were constructed by taking linear combinations of values of two uncorrelated variables to form the X-variates for the principal component analysis. The examples highlight some of the properties and limitations of principal component analysis. This is part of a continuing project that produces annotated computer output for principal component analysis. The complete project will involve processing four examples on SAS/PRINCOMP, BMDP/4M, SPSS-X/FACTOR, GENSTAT/PCP, and SYSTAT/FACTOR. We show here the results from SPSS-X/FACTOR, Release 2.2.