PCA analysis under PLS,PCA module extracts Eigenvectors based on "Correlations" or "Covariances" matrix.

PCA analysis under PLS,PCA module extracts Eigenvectors based on "Correlations" or "Covariances" matrix.

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Article ID: KB0083789

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Updated On:

Products Versions
Spotfire Statistica 13.3, 13.2, 13.1,13.0

Description

PCA analysis under menu "Statistics | Mult/Exploratory | Principal Components & Classification" module would extract eigenvectors/eigenvalues from either "Correlations" or "Covariances" matrix. 

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Does the PCA analysis under PLS,PCA module extract Eigenvectors based on "Correlations" and "Covariances" matrix as well?

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Issue/Introduction

This article shows guidance on the PCA analysis which extracts Eigenvectors based on "Correlations" or "Covariances" matrix.

Environment

Windows 7, Windows Server 2012 R2

Resolution

By default, PCA from the PLS, PCA module will extract the eigenvectors from the Correlations matrix.  
In order to extract eigenvectors from the Covariance matrix, user needs to check the option “Do not scale variables” which is found on the Advanced tab.

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User may (or may not) need to adjust the fitting options of the NIPALS algorithm, that is, number of iterations and convergence criterion found on the NIPALS tab, in order to have the results matched to the ones generated from the PCA analysis under "Statistics | Mult/Exploratory | PCA" module.