The PRINCOMP Procedure

simple statistics, including the mean and std (standard deviation) for each variable. If you specify the NOINT option, the uncorrected standard deviation (ustd) is displayed.

the correlation or, if you specify the COV option, the covariance matrix

regression statistics, giving the R square and RMSE (root mean squared error) for each VAR variable as predicted by the PARTIAL variables (not shown)

standardized regression coefficients or, if you specify the COV option, regression coefficients for predicting the VAR variables from the PARTIAL variables (not shown)

the partial correlation matrix or, if you specify the COV option, the partial covariance matrix (not shown)

the total variance

eigenvalues of the correlation or covariance matrix, as well as the difference between successive eigenvalues, the proportion of variance explained by each eigenvalue, and the cumulative proportion of variance explained

the eigenvectors