In the first PCA you ask how much variance of the EIGHT (!) variables is captured by the first, second,..., eigth principal component.
In the second PCA you ask how much variance of the THREE (!) variables is captured by the first, second, and third principal component. Of course you need only as many PCs as there are variables to capture 100 % of the variance. Your "problem" thus comes from the fact that you have eight variables in the first PCA, which requires eight PCs to capture 100%, and that you have only three variables in the second PCA, which naturally only requires three PCs to capture 100% of the variance. So it's more, yes, you are missing something in this case, rather than that something is wrong with the analyses. HTH, Daniel ------------------------- cuncta stricte discussurus ------------------------- -----Ursprüngliche Nachricht----- Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im Auftrag von zubin Gesendet: Monday, November 09, 2009 12:37 PM An: r-help@r-project.org Betreff: [R] prcomp - principal components in R Hello, not understanding the output of prcomp, I reduce the number of components and the output continues to show cumulative 100% of the variance explained, which can't be the case dropping from 8 components to 3. How do i get the output in terms of the cumulative % of the total variance, so when i go from total solution of 8 (8 variables in the data set), to a reduced number of components, i can evaluate % of variance explained, or am I missing something?? 8 variables in the data set > princ = prcomp(df[,-1],rotate="varimax",scale=TRUE) > summary(princ) Importance of components: PC1 PC2 PC3 PC4 PC5 PC6 PC7 PC8 Standard deviation 1.381 1.247 1.211 0.994 0.927 0.764 0.6708 0.4366 Proportion of Variance 0.238 0.194 0.183 0.124 0.107 0.073 0.0562 0.0238 Cumulative Proportion 0.238 0.433 0.616 0.740 0.847 0.920 0.9762 *1.0000* > princ = prcomp(df[,-1],rotate="varimax",scale=TRUE,tol=.75) > summary(princ) Importance of components: PC1 PC2 PC3 Standard deviation 1.381 1.247 1.211 Proportion of Variance 0.387 0.316 0.297 Cumulative Proportion 0.387 0.703 *1.000* [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
