Estimating sample properties of principal components using SAS |
| |
| Authors: | A Narayanan |
| |
| Institution: | 1. Department of Decision and Information Systems, Graduate School of Business, Indiana University, 47405, Bloomington, IN
|
| |
| Abstract: | An SAS (statistical analysis system) program for computing the standard errors of principal component coefficients (obtained using the covariance matrix) is presented. The standard errors are useful for checking the stability of the coefficients, which prevents the user from overinterpreting the results. An application of the usefulness of the program is illustrated through an example. |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
