Contents

 

 Principal Components Analysis

 

Example:

Data Size: Different versions of XLMiner™  have varying limits on size of data. The size of data depicted in the example below may not be supported by your version. Refer to Data Handling Specifications for details.

  1. Open the file Utilities.xls in Microsoft Excel, which gives data on 22 public utilities in the US.  

    Refer to Overview for details about the variables mentioned above.

  2. In XLMiner™, select Data Reduction and Exploration --> Principal Components.  In the Principal Components dialog box, select the range of data to be analyzed (in this case, XLMiner™ picks up the appropriate range from the active data file). Select variables x1 to x8 and move them to the Selected variables box with the transfer (>) button. The figure below shows the first dialog box of Principal Components Analysis.

  3. Select the following options for step 2 of 3.

    There are two options for specifying the number of principal components:

    Fixed #components : You can specify a fixed number here.

    Smallest #components explaining :  This option lets you specify a percentage, and XLMiner™ will calculate the minimum number of principal components required to account for that percentage of variance. Do not select it here.

    Method : Use the default setting as shown above.

  4. In the third dialog box, check the outputs to be displayed as shown in the figure below, and click on Finish.

    Show standardized principal components:  This option causes each principal component to be divided by the square root of its variance.

    Show principal components score:  This option results in the display of a matrix in which the columns are the principal components, the rows are the individual data records, and the value in each cell is the calculated score for that record on the relevant principal component.

     

  5. The output is displayed on separate sheets and various sections can be viewed by using the Output Navigator. The figures below show various outputs.

See also