Summary
Defines type of Principal Component Analysis (PCA).
Unit
Statistics
Declaration
TPCAMode = (PCACorrMat,PCACovMat,PCARawData);
| Value | Description |
|---|
| PCACorrMat | PCA is run on correlation matrix (supported by PCA). |
| PCACorrMat | PCA is run on covariance matrix (supported by PCA and FA). |
| PCACorrMat | PCA is run on raw data matrix (supported by FA). |
Description
Defines whether the PCA analysis is to be run on a correlation or covariance matrix. Normally, the analysis is run on the scale-invariant correlation matrix since the scale of the variables changes the analysis when the covariance matrix is used.
Categories
Multivariate analysis routines| Copyright 2008 Dew Research |
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