Principal Components (PCA) Formula

nicole0 — Sat, 10 Jun 2023 23:53:33 GMT

Looking at Principal Components in JMP and saving PC1 onto dataset (Principle Components: on Covariances --> Save columns --> Principle Components --> 1 --> Enter ), upon drilling into the formula there is a constant variable added at the end of the equation which in-turn makes most variables in column negative.

When performing PC1 in Minitab while using the exact same dataset value, the formula comes up with no constant variable at the end (identical to JMP equation except for the +constant variable).

Any insight on why JMP adds constant to formula for PC is appreciated.

Version: JMP 16

Re: Principal Components (PCA) Formula

statman — Sat, 27 Aug 2022 14:13:49 GMT

First, welcome to the community. Which method did you use for extraction? Centered or unscaled?

https://www.jmp.com/support/help/en/16.2/?os=mac&source=application#page/jmp/principal-components-report-options.shtml#

topic Principal Components (PCA) Formula in Discussions

Principal Components (PCA) Formula

Re: Principal Components (PCA) Formula