nag_mv_prin_comp (g03aac) Example Program Results

Eigenvalues  Percentage  Cumulative     Chisq      DF     Sig
               variation   variation

     8.2739     0.6515     0.6515     8.6127     5.0000     0.1255
     3.6761     0.2895     0.9410     4.1183     2.0000     0.1276
     0.7499     0.0590     1.0000     0.0000     0.0000     0.0000

Principal component loadings

   0.1376   0.6990   0.7017
   0.2505   0.6609  -0.7075
  -0.9583   0.2731  -0.0842

Principal component scores 

 1    2.151   -0.173   -0.107
 2   -3.804   -2.887   -0.510
 3   -0.153   -0.987   -0.269
 4    4.707    1.302   -0.652
 5   -1.294    2.279   -0.449
 6   -4.099    0.144    0.803
 7    1.626   -2.232   -0.803
 8   -2.114    3.251    0.168
 9    0.235    0.373   -0.275
10    2.746   -1.069    2.094