Saved Principal Components Analysis Variables

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The underlying components that are identified from principal components analysis can be used to create new variables. Software used to estimate principal components analysis will automatically, or via an option, create these underlying variables and save them. The correlation between these underlying variables and the individual variables used in the analysis are shown in the Rotated Component Matrix.[note 1]

Notes

  1. This is typically, but not always, true. It can not be the case if there is missing data or if a non-standard method is used to compute create the saved variables.

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