主成分分析_成份分析_主成分分析的主要步骤(5)

输入数据后，用PROC PRINCOMP对数据进行主成份分析，结果先给出了各变量的简单统计量，变量的相关阵，其特征值和特征向量结果如下：

                     Eigenvalues of the Correlation Matrix                   
       
                                                                             
       
                Eigenvalue      Difference      Proportion      Cumulative   
       
                                                                             
       
     PRIN1         4.11496         2.87624        0.587851         0.58785   
       
     PRIN2         1.23872         0.51291        0.176960         0.76481   
       
     PRIN3         0.72582         0.40938        0.103688         0.86850   
       
     PRIN4         0.31643         0.05846        0.045205         0.91370   
       
     PRIN5         0.25797         0.03593        0.036853         0.95056   
       
     PRIN6         0.22204         0.09798        0.031720         0.98228   
       
     PRIN7         0.12406          .             0.017722         1.00000   
       
                                                                             
       
                                  Eigenvectors                               
       
              PRIN1     PRIN2     PRIN3     PRIN4     PRIN5     PRIN6     PRIN7
     
 MURDER    0.300279  -.629174  0.178245  -.232114  0.538123  0.259117  0.267593
      
 RAPE      0.431759  -.169435  -.244198  0.062216  0.188471  -.773271  -.296485
     
 ROBBERY   0.396875  0.042247  0.495861  -.557989  -.519977  -.114385  -.003903
     
 ASSAULT   0.396652  -.343528  -.069510  0.629804  -.506651  0.172363  0.191745
     
 BURGLARY  0.440157  0.203341  -.209895  -.057555  0.101033  0.535987  -.648117
     
 LARCENY   0.357360  0.402319  -.539231  -.234890  0.030099  0.039406  0.601690
     
 AUTO      0.295177  0.502421  0.568384  0.419238  0.369753  -.057298  0.147046