PC

The PC command does Principal Components and Factor Analysis.

In general, the format of the PC command is:

  PC vars / options


The available options are:

Option Description
COR Analysis is done on the correlation matrix.
LIST Lists the matrix of Principal Components.
MAX Equivalent to specifying the PEVEC,PRM,PFM,LIST and NCODE=1 options.
PCOLLIN Prints the proportion of the variance of the estimate accounted for by each principal component.
PEVEC Print the matrix of EigenVECtors.
PFM Prints the Factor Loading Matrix for the retained factors.
PRM Computes and prints the Rotated Factor Matrix by a Varimax rotation.
RAW Indicates that analysis is to be done on the original RAW cross-product matrix instead of the deviations from the means cross-product matrix.
SCALE Indicates that analysis is to be done on a scaled cross-product matrix.
EVAL= Specifies the vector in which to save the EigenVALues.
EVEC= Specifies the matrix in which to save the EigenVECtors.
MAXFACT= Specifies the Maximum number of FACTors to be retained.
MINEIG= Specifies the minimum eigenvalue allowed to retain a component.
NC= The normalization code which must be specified if a listing of the actual retained components is desired. The codes are:
1. No normalization, variance is lambda/(n-1)
2. Variance is 1/(n-1)
3. Variance is lambda
4. Variance is 1 where lambda is the eigenvalue corresponding to the component and n is the number of observations.
PCINFO= Saves PC information needed for regressions on Principal Components in the matrix specified.
PCOMP= Specifies a matrix into which the principal components will be put.