zhijie zhang wrote: > Dear Rusers, > > I have met a difficult problem on explaining the differences of principal > component analysis(PCA) between R,S-PLUS and SAS/STATA/SPSS, which wasn't > met before. > > Althought they have got the same eigenvalues, their coeffiecients were > different. > > First, I list my results from R,S-PLUS and SAS/STATA/SPSS, and then show > the original dataset, hoping sb. to try and explain it. > > SAS,STATA,and SPSS have the same results, so i put them together. From > their results, we see that the absolute values of coeffiecient are same, but > PC1,PC2,PC4,PC5 and PC6 in R have the opposite sign on the coeffiecnts > contrast with SAS, and PC4,PC5 in S-PLUS have the opposite sign on the > coeffiecnts contrast with SAS. Curiously, I got the same results amont all > these software using my another dataset. > > * Principal components are only *defined* up to sign changes (as the help page for prcomp says quite explicitly!!!!)
-- O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
