03-26-2017 10:53 AM
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.
Thanks and regards,
03-26-2017 12:26 PM
An example can be found at: https://books.google.ca/books?id=rlBPTp6U6ooC&pg=PA47&lpg=PA47&dq=princomp+using+matrix+as+input+sas...
Art, CEO, AnalystFinder.com