Page 1 of 1
Variation explained by the first principal component
Posted: Mon Sep 14, 2015 10:06 am
by RK2509
Hi Tom,
I performed principal component analysis for a set of 72 food prices. I estimated the first two principal components. But I want to know the percentage of variation explained by the first two principal components. Is there any specific command for that in RATS ?
Many Many Thanks
Re: Variation explained by the first principal component
Posted: Mon Sep 14, 2015 11:01 am
by TomDoan
Re: Variation explained by the first principal component
Posted: Mon Sep 14, 2015 4:07 pm
by RK2509
So, if I get something like this using prinfactors
Sample Output:
Principal Components Analysis
Eigenvalue 2.607649 1.071584 0.568616 0.451315 0.300836
Proportion 0.521530 0.214317 0.113723 0.090263 0.060167
Cumulative 0.521530 0.735847 0.849570 0.939833 1.000000
Eigenvector -0.427633 -0.341113 0.837079 0.001756 0.008203
-0.459893 -0.356458 -0.380141 -0.704282 0.144622
-0.451115 -0.385464 -0.389227 0.704231 0.021777
-0.478567 0.469467 -0.045824 -0.052077 -0.738757
-0.416049 0.622573 0.034557 0.073012 0.657861
Does the row 'proportion' explain the percentage of variation corresponding to each eigenvalue? So here this would mean the first principal component explains 52 percent of the variation? what does the row "cumulative" explain?
Thank you so much.
Re: Variation explained by the first principal component
Posted: Mon Sep 14, 2015 4:18 pm
by TomDoan
Proportion is the proportion attributable to that component alone. Cumulative is the sum of all components from 1 to that components.
Re: Variation explained by the first principal component
Posted: Mon Sep 14, 2015 4:24 pm
by RK2509
Many Many Thanks.