topic Calculate Eigenvectors corresponding to specific Eigenvalues in SAS Programming

Calculate Eigenvectors corresponding to specific Eigenvalues

siftekhar — Tue, 19 Nov 2019 14:43:49 GMT

Good morning.

I am trying to calculate the eigenvectors corresponding to a eigenvalue of a dataset.

The data has 361 variables and ~2400 observations each.

I have the 361 eigenvalues using the Proc Princomp.

Now I need to calculate the eigenvectors of third eigenvalue and fourth eigenvalue. How can I do that using SAS Studio UE?

Re: Calculate Eigenvectors corresponding to specific Eigenvalues

PaigeMiller — Tue, 19 Nov 2019 15:44:23 GMT

Assuming SAS Studio doesn't run out of memory

you want to use the OUTSTAT= option of PROC PRINCOMP and then this OUTSTAT= data set will contain the eigenvectors in that data set, listed next to _TYPE_='SCORE', you are looking for _NAME_='Prin3' and _NAME_='Prin4'

https://documentation.sas.com/?cdcId=pgmsascdc&cdcVersion=9.4_3.4&docsetId=statug&docsetTarget=statug_princomp_details02.htm&locale=en