October 2012
Beginner
420 pages
9h 37m
English
24.2 Principal Components
Statistical method used to compute new variables function of the original ones. These new variables are called ‘principal components’ and it is expected that few of them contain most of the information in the data.
Stat > Multivariate > Principal Components
The first part on the shown output list provides information on the magnitude of the eigenvalues, ordered from highest to lowest, on the proportion they represent with respect to the total (proportion of the global variability explained by this component), and on the cumulative proportion.
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