To perform principal component analysis, click the Analysis>Principal component menu command. You can set the analysis parameters by using the "setup for principal component analysis" wizard.
The wizard allows you to:
For the selected fields, the program calculates the covariance/correlation matrix, its eigenvalues and eigenvectors.
The first wizard's box (Fig. 3.14.1) has the following elements:
3.14.1. The "Fields..." button calls the "Field selection" dialog box. The text field displays the number of selected fields.
3.14.2. The "Matrix type" list that contains the following matrix types:
To proceed with the wizard, click "Next"; to cancel the operation, click "Cancel".
Figure 3.14.1.
1. The "Fields" button that calls the "Field selection dialog box". 2. List of matrix types. 3. The "Next" button that takes you to the next wizard's box. 4. The "Cancel" button that cancels the calculations.
After the computation is complete, the order numbers of the components ranging from 1 to the number of selected fields appear in the "Component plots", "Component X", and "Component Y" lists.
The second wizard's box (Fig. 3.14.2) has the following elements:
3.14.3. The "Component plots" list that contains components (eigenvectors) numbered in descending order of their eigenvalues.
3.14.4. Click "Mark all" to select all components in list 3.14.3.
3.14.5. Click "Unmark all" to unselect all components in list 3.14.4.
3.14.6. The pane that displays the sum of the eigenvalues of the components selected in the "Component plots" list.
3.14.7. The "Eigenvalue plot" calls the "Graph" dialog box, which displays the values of the selected components (see section 3.15 about the "Graph" dialog box).
3.14.8. The "Loadings plot" button calls the "Graph" dialog box, which displays the values of groups for each component (see section 3.15 about the "Graph" dialog box).
3.14.9. "Component X" contains components (eigenvectors) numbered in descending order of the eigenvalues. You can select components for the X-axis from this list.
3.14.10. "Component Y" contains components (eigenvectors) numbered in descending order of the eigenvalues. You can select components for the Y-axis from this list.
3.14.11. The "Draw" button makes a plot and calls the "Graph" dialog box (see section 3.15 about the "Graph" dialog box).
Figure 3.14.2.
1. The "Mark all" button that selects all eigenvectors in the "Component plots" list. 2. The "Unmark all" button that unselects all eigenvectors in the "Component plots" list. 3. The sum of eigenvalues of the selected components. 4. "Component plots" list containing eigenvectors. 5. The "Eigenvalue plot" button. 6. The "Loadings plot" button. 7. List of components for the X-axis. 8. List of components for the Y-axis. 9. The "Draw" button the creates the plot. 10. The "Back" button that takes you to the previous wizard's box. 11. The "Finish" button that closes the wizard. 12. The "Cancel" button that cancels the operation.
To finish with the wizard and perform computations, click "Finish". To move to the previous wizard's box, click "Back"; to cancel the operation, click "Cancel".
Note. If the sets of fields were not formed, the "Error" information box will appear on your screen (Fig. 3.14.3).
Figure 3.14.3 "Error" information box.
When clustering is in progress, you will see the "Please wait" information box (Fig. 3.14.4). This information box will disappear after the calculation is complete.
Figure 3.14.4 "Please wait" information box.