topic proc princomp - varimax rotation, factor loadings in Statistical Procedures

proc princomp - varimax rotation, factor loadings

ilikesas — Sun, 12 Mar 2017 00:23:07 GMT

Hi,

I was wandering if it is pssible to specify a varimax rotation for the Principal Components Analysis - I was searching the documentation but am still confused, so a simple code would be very helpful!

Also, I know how to extract the eigen vectors and eign values using the ods output, but is it possible to extract the factor loadings?

Thank you!

Re: proc princomp - varimax rotation, factor loadings

Rick_SAS — Sun, 12 Mar 2017 10:56:45 GMT

Yes, you can do these things, but you need to use PROC FACTOR, not PROC PRINCOMP. See the example in the PROC FACTOR documentation. Use METHOD=PRINCIPAL (which is the default) and ROTATE=VARIMAX in the PROC FACTOR statement,

The factor loadings are the elements in the "Factor Pattern" tables, which has the ODS name "FactorPattern". You can use ODS OUTPUT, or you can use the OUTSTAT= option to capture the loadings and other statistics in an output data set.