PROC PRINCOMP Statement

PROC PRINCOMP < options > ;

Task		Options
Specify data sets		DATA=
		OUT=
		OUTSTAT=
Specify details of analysis		COV
		N=
		NOINT
		PREFIX=
		SINGULAR=
		STD
		VARDEF=
Suppress the display of output		NOPRINT

COVARIANCE

COV

computes the principal components from the covariance matrix. If you omit the COV option, the correlation matrix is analyzed. Use of the COV option causes variables with large variances to be more strongly associated with components with large eigenvalues and causes variables with small variances to be more strongly associated with components with small eigenvalues. You should not specify the COV option unless the units in which the variables are measured are comparable or the variables are standardized in some way. If you specify the COV option, the procedure calculates scores using the centered variables rather than the standardized variables.

DATA=SAS-data-set

specifies the SAS data set to be analyzed. The data set can be an ordinary SAS data set or a TYPE=ACE, TYPE=CORR, TYPE=COV, TYPE=FACTOR, TYPE=SSCP, TYPE=UCORR, or TYPE=UCOV data set (see Appendix A, "Special SAS Data Sets"). Also, the PRINCOMP procedure can read the _TYPE_=`COVB' matrix from a TYPE=EST data set. If you omit the DATA= option, the procedure uses the most recently created SAS data set.

N=number

specifies the number of principal components to be computed. The default is the number of variables. The value of the N= option must be an integer greater than or equal to zero.

NOINT

omits the intercept from the model. In other words, the NOINT option requests that the covariance or correlation matrix not be corrected for the mean. When you use the PRINCOMP procedure with the NOINT option, the covariance matrix and, hence, the standard deviations are not corrected for the mean. If you are interested in the standard deviations corrected for the mean, you can get them by using a procedure such as the MEANS procedure.

If you use a TYPE=SSCP data set as input to the PRINCOMP procedure and list the variable Intercept in the VAR statement, the procedure acts as if you had also specified the NOINT option. If you use NOINT and also create an OUTSTAT= data set, the data set is TYPE=UCORR or TYPE=UCOV rather than TYPE=CORR or TYPE=COV.

NOPRINT

suppresses the display of all output. Note that this option temporarily disables the Output Delivery System (ODS). For more information, see Chapter 15, "Using the Output Delivery System."

OUT=SAS-data-set

creates an output SAS data set that contains all the original data as well as the principal component scores. If you want to create a permanent SAS data set, you must specify a two-level name (refer to SAS Language Reference: Concepts for information on permanent SAS data sets).

OUTSTAT=SAS-data-set

creates an output SAS data set that contains means, standard deviations, number of observations, correlations or covariances, eigenvalues, and eigenvectors. If you specify the COV option, the data set is TYPE=COV or TYPE=UCOV, depending on the NOINT option, and it contains covariances; otherwise, the data set is TYPE=CORR or TYPE=UCORR, depending on the NOINT option, and it contains correlations. If you specify the PARTIAL statement, the OUTSTAT= data set contains R-squares as well. If you want to create a permanent SAS data set, you must specify a two-level name (refer to SAS Language Reference: Concepts for information on permanent SAS data sets).

PREFIX=name

specifies a prefix for naming the principal components. By default, the names are Prin1, Prin2, ... , Prinn. If you specify PREFIX=ABC, the components are named ABC1, ABC2, ABC3, and so on. The number of characters in the prefix plus the number of digits required to designate the variables should not exceed the current name length defined by the VALIDVARNAME= system option.

SINGULAR=p

SING=p

specifies the singularity criterion, where 0<p<1. If a variable in a PARTIAL statement has an R-square as large as 1-p when predicted from the variables listed before it in the statement, the variable is assigned a standardized coefficient of 0. By default, SINGULAR=1E-8.

STANDARD

STD

standardizes the principal component scores in the OUT= data set to unit variance. If you omit the STANDARD option, the scores have variance equal to the corresponding eigenvalue. Note that STANDARD has no effect on the eigenvalues themselves.

VARDEF=DF | N | WDF | WEIGHT | WGT

specifies the divisor used in calculating variances and standard deviations. By default, VARDEF=DF. The following table displays the values and associated divisors.

Value	Divisor	Formula
DF	error degrees of freedom	n-i	(before partialling)
		n-p-i	(after partialling)
N	number of observations	n
WEIGHT \| WGT	sum of weights	$\sum_{j=1}^n w_j$
WDF	sum of weights minus one	$( \sum_{j=1}^n w_j ) - i$	(before partialling)
		$( \sum_{j=1}^n w_j ) - p - i$	(after partialling)

In the formulas for VARDEF=DF and VARDEF=WDF, p is the number of degrees of freedom of the variables in the PARTIAL statement, and i is 0 if the NOINT option is specified and 1 otherwise.