举个例子咯：
总体方差解释如下,前三个成分对总方差解释超过85% 所以 选择1,2, 3
Total Variance Explained
Componentx05Initial Eigenvaluesx05x05x05Extraction Sums of Squared Loadingsx05x05x05
x05Totalx05% of Variancex05Cumulative %x05Totalx05% of Variancex05Cumulative %
1x052.271x0545.418x0545.418x052.271x0545.418x0545.418
2x051.457x0529.138x0574.556x051.457x0529.138x0574.556
3x05.770x0515.400x0589.956x05.770x0515.400x0589.956
4x05.407x058.140x0598.096x05.407x058.140x0598.096
5x05.095x051.904x05100.000x05.095x051.904x05100.000
Extraction Method: Principal Component Analysis.
得到：Component Matrix(a)
x05Componentx05x05x05x05x05
x051x052x053x054x055
Zscore(VAR00001)x05.520x05-.488x05.693x05.059x05.090
Zscore(VAR00002)x05.723x05.595x05-.096x05-.291x05.171
Zscore(VAR00003)x05.842x05.457x05.175x05.061x05-.217
Zscore(VAR00004)x05-.457x05.757x05.251x05.386x05.080
Zscore(VAR00005)x05.748x05-.289x05-.433x05.408x05.065
Component Matrix
选择123 输入数据于data view中,
定义上表中1,2,3通过a1 a2 a3替换.
transform----compute
F1=a1/SQR(2.271) F2=a2/SQR(1.457)F3=a3/SQR(.770)
得到F1 F2 F3 各个系数.注意：得到的系数位于data view中.
