Hello,
i have a quick question : does the proc factor (method=prin) need prior standardization (mean=0 and std=1) of the continuous variables or by default is it included in the procedure? Actually, i am used to work with R software and for example the package FactoMineR with the PCA function performs a standardization by default.
Thank you in advance !
Aline
Correlation comes from transforming variables to have mean=0 and variance=1. Covariance has mean=0, but no transformation of the variance is done.
By default, PROC FACTOR works on correlation matrices. You can optionally request that it work on covariance matrices.
I should go back to my statistics courses cause i forgot the difference between covariance and correlation matrix. Can you tell me in which case i need to perform a prior standardization ?
Correlation comes from transforming variables to have mean=0 and variance=1. Covariance has mean=0, but no transformation of the variance is done.
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