topic obtaining the principal components from proc princomp using covariance/correlation matrix as input in SAS Procedures

obtaining the principal components from proc princomp using covariance/correlation matrix as input

vishweshs — Sun, 26 Mar 2017 14:53:03 GMT

Hi,

I am trying to figure out the code for computing principal components using princomp procedure with a covariance or correlation matrix as an input. I have been able to find the solution using raw data (through covariance or correlation). But now I dont have the raw data and have the covariance matrix instead.

Please help.

Thanks and regards,

Re: obtaining the principal components from proc princomp using covariance/correlation matrix as inp

art297 — Sun, 26 Mar 2017 16:26:00 GMT

An example can be found at: https://books.google.ca/books?id=rlBPTp6U6ooC&pg=PA47&lpg=PA47&dq=princomp+using+matrix+as+input+sas&source=bl&ots=w1XHCQhMJH&sig=_rDGfBtWzl89YQhsYCqGZz-CyFU&hl=en&sa=X&ved=0ahUKEwjno_HxyfTSAhVJsBQKHa28AZoQ6AEISzAI

Art, CEO, AnalystFinder.com