Technical
Report #2:
Scoring A Principal Component
Scoring A Principal Component
Bruce Ratner, Ph.D.
Principal Components
Analysis (PCA) is a powerful exploratory data analysis technique, which
can be used to uncover unexpected relationships among many
variables. This report provides a SAS-code program for performing
PCA, and for scoring principal components on an external dataset.
I provide an
illustration of typical PCA output along with the SAS-code program
which produced it. The program should be a welcomed entry in the
toolkit of data analysts who frequently work with BIG data.
********** SAS-code
Program **********
Data set IN is found in Technical Report #6.
proc princomp data= IN n=4 outstat=coef out=IN_pcs prefix=pc_ std;
var GENDER_F GENDER_M MARITAL_M MARITAL_S;
run;
proc score data=IN_pcs out=IN_pc_scored score=coef ;
var GENDER_F GENDER_M MARITAL_M MARITAL_S;
run;
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