Dear all,
I have a question about the 'sdev' value returned by the princomp function
(which does principal components analysis).
On the help page for princomp it says 'sdev' is 'the standard deviations of the
principal components'.
However, when I calculate the principal components for the USArrests data set,
I don't find this to be the case:
Here is how I calculated the principal components and got the 'sdev' values:
> scaledUSArrests <- scale(USArrests) # standardise the variables to have
> variance 1 and mean 0
> myPCA <- princomp(scaledUSArrests) # do the PCA
> myPCA$sdev
Comp.1 Comp.2 Comp.3 Comp.4
1.5590500 0.9848705 0.5911277 0.4122639
As far as I understand, the principal components themselves are stored in the
'scores' value returned by princomp, so I calculated the standard deviations of
those values to see if they agree with 'sdev':
> sd(myPCA$scores)
Comp.1 Comp.2 Comp.3 Comp.4
1.5748783 0.9948694 0.5971291 0.4164494
I get different values than I got using sd(myPCA$scores) and myPCA$sdev, why is
this?
As there are 4 standardised variables, and the variance of each standardised
variable is 1, I would expect the variances of the principal components to add
to 1. I find that this is true for the variances calculated using
sd(myPCA$scores) but not myPCA$sdev:
> (1.5590500^2) + (0.9848705^2) + (0.5911277^2) + (0.4122639^2)
3.92
> (1.5748783^2) + (0.9948694^2) + (0.5971291^2) + (0.4164494^2)
4.00
I am wondering why are the values in 'sdev' not equal to the standard
deviations of the principal components (as stored in 'scores'), and why is the
total variance calculated by summing the squared 'sdev' values not equal to 4?
Sorry if I have misunderstood something obvious. I would be grateful for help
as I'm a bit confused..
Kind regards,
Avril
Avril Coghlan
Cork, Ireland
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