TERMIUM Plus®

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COMPONENT LOADING [1 record]

Record 1 2004-08-24

English

Subject field(s)
  • Statistics
CONT

Principal components analysis (PCA) is a widely used multivariate analysis method, the general aim of which is to reveal systematic covariations among a group of variables. ... there are a number of ... properties of the components that can be derived: - variances of each component, and the proportion of the total variance of the original variables are given by the eigenvalues; - component scores may be calculated, that illustrate the value of each component at each observation; - component loadings that describe the correlation between each component and each variable may also be obtained; ...

CONT

The PCA (principal components analysis) was performed to reduce the 240-intercorrelated weather variables into a small number of linearly independent component variables, which explain much of the variance within the original dataset. Component loadings were calculated, which express the correlation between the original weather variables and the newly formed components. The number of principal components, of which the eigenvalue was greater than one, was retained to calculate component scores. Days with similar meteorological situations tend to exhibit approximately similar component scores.

CONT

If you perform a principal components analysis on a correlation matrix in SYSTAT, there are a number of relationships between component loadings, factor scores and eigenvalues that might be of interest in your analysis.

French

Domaine(s)
  • Statistique
OBS

Obtenir des données numériques relatives à l'ACP [analyse en composantes principales]. La fenêtre session affiche les valeurs propres et les «loadings» ou «coefficients des variables». On peut obtenir les scores des individus en utilisant le bouton «Stockage» de la fenêtre de dialogue de l'ACP.

OBS

La matrice suivante est identifiée par SPSS [nom d'un logiciel d'analyse] comme étant la «Factor Matrix» et elle correspond à la matrice des poids factoriels («factor loadings») avant rotation.

OBS

Analyse en composantes principales. [...] faites défiler l'écran vers les résumés contenant les coordonnées, parfois appelées poids («loadings»). Les coordonnées informent sur le degré de corrélation entre les composantes (en colonnes) et les bandes originelles (en lignes).

OBS

Saturation aij [(en anglais :] «factor loading») : Corrélation entre une variable originale i et une composante j, indique le poids de chaque variable dans la composante ou (une fois mise au carré) la proportion de variance partagée. Chaque composante est donc interprétée d'après les variables originales avec lesquelles elle présente de fortes saturations (ou partage beaucoup de variance), en tenant compte de leur force et de leur direction. L'interprétation se base en général sur les saturations après rotation.

Spanish

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