proc princomp - varimax rotation, factor loadings

[ilikesas]

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!

[Rick_SAS · Accepted solution]

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.