pca_example_no_mechanics

pca_example_no_mechanics - Original Variables X1 Mean 0.000...

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Unformatted text preview: Original Variables X1 Mean 0.000 0.000 0.000-1.52-1.29-1.32 Var 1.000 1.000 1.000-0.88-0.22 0.44 0.11-1.47-1.12 Correlation Matrix-0.59-0.1-0.62 X1 X2 X3-0.6-0.08-0.18 X1 1.000 0.562 0.704-0.44-0.73 0.9 X2 0.562 1.000 0.304-0.62-0.23 X3 0.704 0.304 1.000-0.31-0.49 0.75 1.27 2.39 0.01 Principal Component Coefficients (or Eigenvectors)-1.92-1.4-1.66 u1 u2 u3-0.69 0.47-0.75-0.646 0.095-0.757 0.65 1.2 0.7-0.505-0.797 0.331-0.7-1.12 0.28-0.572 0.596 0.563-0.77-2.8-0.4 Eigenvalues 2.063 0.706 0.231 0.05 0.01-0.23-0.16-0.35-1.3 Principal Component Loadings-1.08-0.62-0.48 (Correlation between PC's and Original Variables) 0.86 1.5 0.27 Z1 Z2 Z3 0.33 0.07 0.6 X1-0.928 0.080-0.364 0.39-0.18 1.28 X2-0.725-0.670 0.159-1.21-0.27-1.6 X3-0.822 0.501 0.271 1.52 1.5 0.79 Var 2.063 0.706 0.231 1.14 2.14 1.97 Mean 0.000 0.000 0.000 0.9 0.94 1.01 % Explanation 68.8% 23.5% 7.7%-0.29 0.59 0.51 Cum% Explan. 68.8% 92.3% 100.0% 1.09 1.78 2.06 0.49-0.15-0.55-0.02-0.1-0.29 Percent Explanation of Variance in individual variables by PC's 1.89 2.4 0.84 Z1 Z2 Z3 0.55 0.06 2.46 X1 86.1% 0.6% 13.3%-0.5-0.25 0.07 X2 52.6% 44.8% 2.5% 0.09 1.27 0.77 X3 67.6% 25.1% 7.3%-0.37 0.73-0.48 0.7 1.19 0.07 Cumulative Percent Explanation of Variance in individual variables 0.45 1.19-0.33 Z1 Z2 Z3-1.22-1.25-2.02 X1 86.1% 86.7% 100.0%-0.05-0.15-1.44 X2 52.6% 97.5% 100.0%-0.24-0.43-0.86 X3 67.6% 92.7% 100.0%-0.72-1.42-0.65-0.96-1.01-0.65 1.27-0.67 1.28 2.29 0.89 0.52-2.31-0.76-1.46-1.33-1.48-1.25-1.84-1.92-0.31-1.14-0.54-0.95-0.19-0.4 0.3-0.08-0.55 0.32-0.63-1.8 0.58-0.04-1.66-0.29-1.51-2.18-0.35 X 2 X 3 X 1 X 2 X 3 0.54-0.11-0.01 1.37 0.94 0.42-0.83-1.24-0.32-0.96 0.85-0.48-1.33-0.14-1.07 1.47-0.81 1.5 1.63-0.91 1.54 0.11 0.75-1.13 1.72 0.46 0.6 0.5 1.31 0.06-0.19-0.16-0.14-0.5 0.65-1.75-0.09 1.28-0.08-0.13 0.54 0.73-1.53-1.85-0.87-0.37-0.64-1.53-0.22-0.34 0.41-0.45-0.12 0.02-0.08 0.48-0.87 0.27-0.29 0.23 0.56 0.2 0.12 1.76 1.65 1.32 0.24 0.61-0.03-0.9-0.89-0.32-0.31-0.26-0.18-0.85-0.69-0.99-0.78-0.64-0.31 0.38-0.93 2 0.44 2.35 0.59 1.49 0.58-0.53-0.41-0.75-1.08-0.64-0.91 0.87 0.97 0.65-2.24-1.96-1.25 0.81-0.31 0.14 0.06 1.98 1.07 0.07 0.2-0.05 0.08-0.95 0.99 1.36 1.15 0.41-0.18 1.28-0.78-1.04 1.15 0.7 0.2-0.1 0.25 1.21 1 0.54-0.87 0.79-2-0.62 0.24 0.34 0.66-0.65-0.98 1.68 0.38 2.43 1.52 0.98 1.18 1.11 0.5 1.13 1.29 1.8 0.46 0.93-1.65 1.16 1.25 0.52 0.56 0.26-0.12 0.96 1.48 0.76-0.06 0.56 0.84 0.59-1.07-0.45-1.75-1.23 0.92-1.81-0.72-0.09-0.03 0.64 0.35-0.08 0.22 2.08 0.19 0.11 0.87 0.25-0.35 0.15 0.05-1.88-1.96-1.23 0.82-0.14 1.31-2.03-2.07-1.43 1.67 0.6 1.89-0.2-2.25 0.92 1.77 0.170....
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pca_example_no_mechanics - Original Variables X1 Mean 0.000...

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