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From: Paige Miller on 6 Jan 2010 12:44
On Jan 5, 6:41 pm, questions....(a)GMAIL.COM (Questions SAS) wrote:

> Is it possible to extract the loadings for component 1 with estimated
> 95% CI in Proc Princomp? If not, does PROC PRINCOMP allow you to
> output the standard errors for the loadings of a particular component?

As far as I know, PROC PRINCOMP does not provide confidence intervals
or standard errors of loadings. You would have to compute these
yourself, outside of PROC PRINCOMP, most likely in a data step or in
PROC IML.

--
Paige Miller
paige\dot\miller \at\ kodak\dot\com
From: Questions SAS on 6 Jan 2010 16:32
I was able to output the factor loadings for the first princ component
(using ods), but how (what formula) is needed to calculate the 95% CI
for each loading?

Thank you.



On Wed, Jan 6, 2010 at 12:44 PM, Paige Miller <paige.miller(a)kodak.com> wrote:
> On Jan 5, 6:41 pm, questions....(a)GMAIL.COM (Questions SAS) wrote:
>
>> Is it possible to extract the loadings for component 1 with estimated
>> 95% CI in Proc Princomp? If not, does PROC PRINCOMP allow you to
>> output the standard errors for the loadings of a particular component?
>
> As far as I know, PROC PRINCOMP does not provide confidence intervals
> or standard errors of loadings. You would have to compute these
> yourself, outside of PROC PRINCOMP, most likely in a data step or in
> PROC IML.
>
> --
> Paige Miller
> paige\dot\miller \at\ kodak\dot\com
>
From: Paige Miller on 7 Jan 2010 10:23
On Jan 6, 4:32 pm, questions....(a)GMAIL.COM (Questions SAS) wrote:
> I was able to output the factor loadings for the first princ component
> (using ods), but how (what formula) is needed to calculate the 95% CI
> for each loading?

I'm sure there are many books that have the proper formula. I use
Jackson, J. E. (1991), "A User's Guide to Principal Components", John
Wiley and Sons, New York, formulae 4.2.2 and 4.2.3, which computes the
standard error of each loading.

--
Paige Miller
paige\dot\miller \at\ kodak\dot\com

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