2008年2月24日 星期日

Compute principal component score in SPSS


In SPSS, the syntax can help you to compute principal component score. If you want to use correlation matrix, please transform your observations to zscore in SPSS first.

MATRIX.
GET X/VARIABLES=X1 to Xp/MISSING=OMIT.
COMPUTE NR =NROW(X).
COMPUTE NC =NCOL(X).
COMPUTE XX1=SSCP(X).
COMPUTE XX2=CSUM(X).
COMPUTE XX3=XX2/NR.
COMPUTE SIGMA=(XX1-T(XX3)*XX3*NR)/(NR-1).
COMPUTE SDIAG=MAKE(NC,NC,0).
LOOP J=1 TO NC.
COMPUTE SDIAG(J,J)=1/SQRT(SIGMA(J,J)).
END LOOP.
COMPUTE CORR=SDIAG*SIGMA*SDIAG.
PRINT SIGMA.
PRINT SDIAG.
PRINT CORR.
CALL EIGEN(SIGMA,V,LAMBDA).
PRINT LAMBDA.
PRINT V.
COMPUTE VV=T(V)*V.
PRINT VV.
COMPUTE PSCORE=X*V.
SAVE PSCORE /OUTFILE=*.
END MATRIX.


沒有留言: