SPSS在主成分分析中的应用.pdf

《SPSS在主成分分析中的应用.pdf》由会员分享，可在线阅读，更多相关《SPSS在主成分分析中的应用.pdf（17页珍藏版）》请在淘文阁 - 分享文档赚钱的网站上搜索。

1、 1SPSS?S布SSS布SSS布SSS布SS?详令详令详令详令?8 8 8 8?S布SS S布SS S布SS S布SS?P?P?F1?Var(F1)?F1?F1?F1?P?F2?F1?F2?Cov(F1,F2)=0?F该?布?+=+=+=pp221p1ppp22221122p1p2211111aaaaaaaaaXXXFXXXFXXXFppLLLLL?令.?令?),2,1(122221miaaapiiiLL=+该.?0),cov(=iiFF 详.?)()()(21pFVarFVarFVarL?SPSS?31?8?1?2?1 1 1 1?致nalyze?Daa Redcion?FacoK?该?详

2、?2 2 2 2?3?3 3 3 3?三aiable?详?8?4?三aleK?4 4 4 4?Decipive?4?Decipive?4?Decipive?5?5?Saiic?Univaiae decipive?Iniial olion?Coelaion Maix?Coe则则icien?Deeminan?Excel?Conine?5?Exacion?Exacion?6?7?Mehod?.?Analyze?Correlation matirx?Covaiance maix?Diplay?Unoaed 则aco olion?5?Scee 布lo?Exac?Ei刚envale?1=c?1=c?1?c

3、?9.0=c?c?1.1=c?8.0=c?Nmbe o则 则aco?8?8?6 6 6 6?Ieaion?该5?该5?5代?令代代?该5?Conine?6?6?Scoe?Save a vaiable?Re刚eion?7 7 7 7?Diplay 则aco coe coe则则icien maix?Conine?7?Roaion?市pion?市图?S布SS?8?7?8 8 8 8?市p?Decipive Saiic?Mean?=niijjxnx11?Sd.Deviaion?2/112)(11=nijijjxxn?致nalyi N?8Descriptive Statistics1921.093147

4、4.80603301745.933861.6419330511.5083402.88548305457.6331310.2180530666.1400459.9669930117.28672.0253130114.90671.8980830862.9980584.5872630?MeanStd.DeviationAnalysis N?Correlation Matrix(?)?Determinant=1.133E-0.4?0)det(=RI?det(I)=det(R),?Determinant=1.133E-0.4=1*2*3*4*5*6*7*8?Correlation Matrixa1.00

5、0.267.951.191.617-.273-.264.874.2671.000.426.718-.151-.235-.593.363.951.4261.000.400.431-.280-.359.792.191.718.4001.000-.356-.135-.539.104.617-.151.431-.3561.000-.253.022.659-.273-.235-.280-.135-.2531.000.763-.125-.264-.593-.359-.539.022.7631.000-.192.874.363.792.104.659-.125-.1921.000?Determinant=1

6、.133E-04a.?Communalities(?)?Initial?Extraction?9Communalities1.000.9451.000.8001.000.9021.000.8751.000.8571.000.9571.000.9291.000.903?InitialExtractionExtraction Method:Principal Component Analysis.?Total Variance Explained(?)?Initial Eigenvalues?(Total)?%of Variance?m=?i=8?1/m=3.755/8=46.939?2/m=2.

7、197/8=27.459?Cumulative%?Extraction Sums of Squared Loadings?1?6?Total Variance Explained3.75546.93946.9393.75546.93946.9392.19727.45974.3982.19727.45974.3981.21515.18689.5841.21515.18689.584.4025.03194.615.2132.66097.275.1381.72498.9996.5E-02.81899.8171.5E-02.183100.000Component12345678Total%ofVari

8、anceCumulative%Total%ofVarianceCumulative%Initial EigenvaluesExtraction Sums of Squared LoadingsExtraction Method:Principal Component Analysis.10Scree PlotComponent Number87654321Eigenvalue43210?8 8 8 8?i?1?Total Variance Explained?1?1?ii?80%85%?Total Variance Explained?89.584%?iii?Scree Plot?4?p?4?

9、8?3?4?3?Component Matrix?0.885?11?GDP?GDP?R2=0.783?9?R=0.885?GDP?Component Matrixa.885.384.121.607-.598.271.912.161.212.466-.722.368.486.738-.275-.509.252.797-.620.594.438.823.427.211?123ComponentExtraction Method:Principal Component Analysis.3 components extracted.a.?Excel?h12=0.88492+0.38362+0.120

10、92=0.9449?s12=0.88492+0.60672+?+0.82272=3.7551?10?Excel?sumsq?Communalities?Extraction?8?1?11?hi=1?sj=j?Communalities?Initial?Extraction?3?3?120.001000.002000.003000.004000.005000.00?-2.000000.000002.000004.00000丈斬垂丈斬垂丈斬垂丈斬垂?=-2.27+0.00*?R-Sqare=0.78301?9 9 9 9?GD国GD国GD国GD国?10 10 10 10?Component Mat

11、rixa.885.384.121-.203-6.87E-021.143E-022.420E-029.192E-02.607-.598.271.409-7.61E-02.1575.525E-021.317E-02.912.161.212-.270-7.71E-028.271E-028.113E-02-7.36E-02.466-.722.368-.164.304-1.64E-02-7.62E-023.949E-03.486.738-.275.212.3052.254E-026.855E-02-6.02E-03-.509.252.797.0722.716E-02-.161.1072.435E-03-

12、.620.594.438-.0273.531E-02.247-9.23E-021.634E-03.823.427.211.209-9.38E-02-.137-.157-2.30E-02?12345678ComponentExtraction Method:Principal Component Analysis.8 components extracted.a.13?11 11 11 11?0?3?3?11?0.0001133?Excel?product?Component Score Coefficient Matrix?Component Score Covariance Matrix?C

13、omponent Score Covariance Matrix?0?j?k?1?j=k?Component Score Coefficient Matrix?Component Matrix?1=3.755,?2=2.197,?Component Score Coefficient?Component Score Coefficient Matrix?1=3.755?2=2.197,?Component Matrix?14Component Score Coefficient Matrix.236.175.100.162-.272.223.243.073.174.124-.329.303.1

14、29.336-.227-.135.115.656-.165.271.360.219.194.174?123ComponentExtraction Method:Principal Component Analysis.Component Scores.Component Score Covariance Matrix1.000.000.000.0001.000.000.000.0001.000Component123123Extraction Method:Principal Component Analysis.Component Scores.?S布SS?进?令该a远?15 a.?b.?1

15、2 12 12 12?Componen Scoe Covaiance Maix?令详?令?代.代代代代代 令?代.代代代代代 代.代代代代代 令?13 13 13 13?16?Componen Maix?Component Matrixa.885.384.121.607-.598.271.912.161.212.466-.722.368.486-.722-.275-.509.252.797-.620.594.438.823.427.211?123ComponentExtraction Method:Principal Component Analysis.3 components extrac

16、ted.a.?后令成 Linday I Smih.进该代代该远?致 oial on 布incipal Componen 致nalyi?hp:/cne.oa刚o.ac.nz/coc45详/den_ oial/pincipal_componen.pd则 后该成 国onahon Shlen.进该代代5远?致 Toial on 布incipal Componen 致nalyi?hp:/www.nl.alk.ed/hlen/pb/noe/pca.pd则 后详成 上ill,Todd 进令999远?Inodcion o he Sin刚la 三ale Decompoiion?Davidon Colle刚e.h

17、p:/www.davidon.ed/academic/mah/will/vd/index.hml 后4成 Bell,致nhony and Sejnowki,Tey.进令997远?The Independen Componen o则 Naal Scene ae Ed刚eFile.?三iion Reeach 详7进该详远,详详该7-详详详8.后5成 T.F.Cooe and C.国.Taylo 进该代代4远?Saiical Model o则 致ppeaance 则o Compe 三iion?17 hp:/www.ibe.man.ac.k/bim/Model/app_model.pd则 后6成?进该代代代远?致?令令?后7成?进该代代6远?布C致?该代代6?后8成?进该代代6远?该代代6?