标准化数据 写出个主成分的表达式: X,-X、+112S2 X-X 2+…+l P P h=ax X X-X 21 +W22 X2-x2+…+2 P 十∴+L X,X2…,是样本均值,Ss,…,是样本标准差
写出p个主成分的表达式： 是样本均值, 是样本标准差 p p p p s X X u s X X u s X X Y u − + + − + − = 1 2 2 2 12 1 1 1 1 11 p p p p s X X u s X X u s X X Y u − + + − + − = 2 2 2 2 2 2 1 1 1 2 2 1 p p p p p p p p s X X u s X X u s X X Y u − + + − + − = 2 2 2 2 1 1 1 1 X X Xp , , , 1 2 p s ,s , ,s 1 2 标准化数据
主成分分析的SPS实现 Analyzer→→ Data reduction=今 Factor
主成分分析的SPSS实现 Analyze Data Reduction Factor
选取 ■ Factor/ Analysis va variables. 带◆带带 va 1234 Paste var. var Reset Cancel Help 点击 Selection Variable value Descriptives.Extraction Rotation Sc cores Options
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Factor Analysis 区 Variables. OK 命v1 >var2 Paste 命va3 Reset 命va4 Cancel Help Selection Variable value Descriptives Extraction Rotation cores Options 点击
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点击2 Factor Analysis: Descriptives tatistIcs Continue c Univariate descriptives Cancel v Initial solution Hel 点击1 Correlation Malⅸ Coefficients verse Significance levels Reproduced Determinant 厂 Anti-image KMO and Bartlett's test of sphericity
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