To extract principle components using SAS
Posted: 28 January 2013 09:25 AM   [ Ignore ]
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proc factor data = “S:\projects\pca\m255_sas”  method = principal nfact =1 out =pca_test;
var item13 item14 item15 item16 item17 item18 item19 item20 item21 item22 item23 item24 ;
run;

This code is based on the example stuff from below UCLA link.
One thing worth to note, the sas output Factor1 is the score (how much weight is used for each item to form the first component). The factor1 from the pca_test data is the actual first principle components from the item13-item24.

A good example with DATA and program
http://www.ats.ucla.edu/stat/sas/output/principal_components.htm

A good book with intuition
A Step-by-Step Approach to Using the SAS System for Factor Analysis and Structural Equation Modeling
Larry Hatcher, Ph.D.
http://www.amazon.com/Approach-Analysis-Structural-Equation-Modeling/dp/1555446434/ref=sr_1_3?ie=UTF8&qid=1359382642&sr=8-3&keywords=Chapter+1+PRINCIPAL+COMPONENT+ANALYSIS

Principal Component Analysis is Not Factor Analysis!

Principal Component Analysis = Variable Reduction method, usually used to find the first or first two components.

Factor Analysis = method usually used to find the latent factor.

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Zenghui
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Posted: 28 January 2013 04:04 PM   [ Ignore ]   [ # 1 ]
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Interesting, thanks!

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