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Thread: PCA - To check

  1. #1
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    PCA - To check

    I got a data set and tried my hand in doing PCA using SPSS and for the same set of data carried out PCA by using matlab program (first standardising data and then using princomp). I have got the PC1 Vs PC2 Vs PC3 plot to be different in both the cases. Can some one tell me which is correct. I can give the data for you to try. Please help.

    Thankyou all in anticipation
    Amutha Daniel

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    Re: PCA - To check

    I don't understand what you're trying to say. PCA is simply a method that will try to explain as much of the variance in your data as possible with a new set of variables, normally in decending order of variance captured. Thus, the PC1 will explain the most variance in your data, followed by PC2, and so forth.

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    Re: PCA - To check

    I'm not an expert but there is a difference between princomp and prcomp in 'R', because one uses eigenvectors and the other uses SVD. Maybe the difference you see here relates to something like that, and gives slightly different PC scores

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    Re: PCA - To check

    I don't know the specifics each algorithm is using but there is the added component that you can either use the covariance matrix or the correlation matrix when doing finding the PCs and it makes a difference if your data isn't already standardized properly.
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