Example of Principal Component Analysis

To view an example Principal Component Analysis report for a data table for two factors:

1. Select Help > Sample Data Library and open Solubility.jmp.

2. Select Analyze > Multivariate Methods > Principal Components.

3. Select all of the continuous columns and click Y, Columns.

4. Keep the default Estimation Method and then click OK.

Figure 4.2 Principal Components on Correlations Report 

The report gives the eigenvalues and a bar chart of the percent of the variation accounted for by each principal component. In this example, the first principal component accounts for almost 80% of the variation in the data. Together, the first two principal components account for almost all of the variation in the data (95.5%). There is a Score Plot and a Loadings Plot as well. See Principal Components Report.