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Statistica Textbook Examples
Computer-Aided Multivariate Analysis by Afifi, Clark and May
Chapter 14: Principal components analysis

Page 380 Table 14.2  Principal components analysis for standardized CESD scale items  (depression data set)

File
  Open - open the depression data set
Statistics
  Multivariate exploratory techniques
    Principal components and classification analysis
      "Quick" tab
        Variables - select c1 through c20 as the variables for analysis
          OK
            OK
RESULTS
  "Variables" tab
    Eigenvectors
 No. of active vars: 20           No. of supplementary vars: 0
 No. of active cases: 294         No. of supplementary cases: 0

 Eigenvalues: 7.05542  1.48557  1.23151  1.06569  1.01263  ...
Eigenvectors of correlation matrix (depress.sta)
Active variables only
  Factor 1 Factor 2 Factor 3 Factor 4 Factor 5
C1 -0.2774 0.1450 -0.0577 0.0027 -0.0883
C2 -0.3132 -0.0271 -0.0316 -0.2478 -0.0244
C3 -0.2678 0.1547 -0.0346 -0.2472 0.2183
C4 -0.2436 0.3194 -0.1769 0.0716 0.1729
C5 -0.2868 0.0497 -0.1384 -0.2794 0.0411
C6 -0.2206 -0.0534 -0.2242 -0.1823 0.3399
C7 -0.2844 0.1644 0.0190 0.0761 0.0870
C8 -0.1081 0.3045 -0.1103 0.5567 0.0976
C9 -0.1758 0.1690 0.3962 0.0146 -0.5355
C10 -0.2766 0.0454 0.0835 -0.0084 -0.3651
C11 -0.2433 0.1048 0.1314 -0.0414 -0.2419
C12 -0.1790 -0.2300 -0.1634 -0.1451 -0.0368
C13 -0.1259 -0.2126 -0.2645 0.5400 -0.0953
C14 -0.1803 -0.4015 0.1014 0.2461 0.0847
C15 -0.2004 -0.2098 -0.2703 -0.0312 -0.0834
C16 -0.1924 -0.4174 0.1850 0.0467 0.0399
C17 -0.2097 -0.3905 0.0860 0.0684 0.0499
C18 -0.1717 -0.0153 -0.2019 0.0629 -0.2752
C19 -0.1315 -0.0569 0.6326 0.0232 0.3349
C20 -0.2357 0.2283 0.1933 0.2404 0.2909

Page 381 Figure 14.5  Eigenvalues and cumulative percentages of total variance for depression data

Panel A:

NOTE:  We were unable to reproduce this graph.

Panel B:

RESULTS (from above)
  Screeplot

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