主成分分析-得分排名

1、多元分析上机作业学号:姓名：何斌年级专业：级统计班指导老师：刘金山假定我们研究的经济问题共涉及两个指标：产值和利税，其中产值以百万元计，利税以万元计，的原始资料矩阵如下：12.524X=15,3183L2586754850667750_）从协方差阵出发，进行主成分分析，要求给出：特征根分解结果、方差贡献率、因子符合矩阵；）将产值以万元计，重复）操作；）从相关矩阵出发进行主成分分析，给出分析结果；）比较）得出的结果，阐述从相关矩阵出发进行主成分分析的优劣。解答如下从协方差阵出发，进行主成分分析，要求给出：特征根分解结果、方差贡献率、因子符合矩阵程序得到结果如下所示E1耳Ewal口Eieofthe

2、Ci：iT.-：di-i：XLceM=atr1CKunultiveEigenalueIitfei_erL：Fropurtian19933.760709883.826410.99500.9950249.934300.00501.0000图从协方差阵出发的特征根分解结果及方差贡献率EigenvectorsPrinlFrinZO.OZ45580.999698屹0.999698-.024558对应特征值的特征向量（载荷矩阵）OLsTri.nlFrin21-1.35999-0.6187620.327920.4243031.2S868-1.140134-0.54619-0.1221850.2S95B1.4

3、5S80图主成分得分（）将产值以万元计，重复）操作（）程序（）得到结果如下所示EithmCovarieMa.trjiEigenvalKLeDifferenceTraportion15&0020.3485511&2.S950.98440.984428657.4520.015610000图从协方差阵出发的特征根分解结果及方差贡献率ElgeiLvectorsFrin2FrinlK10.999029-.0440B80.0440680.999029图对应特征值的特征向量（载荷矩阵）ObaFriid1-1.Q3591-1.076T420.50921.1B8123-0.646571.594544-0.296

4、90-0.4744551.47017-0.21147图主成分得分()从相关矩阵出发进行主成分分析，给出分析结果()程序：()得到结果如下所示EigwrLval口0三ottheCorrelati门口Matri交Ei菲口矿：11口包D1fteTenceFr0por11cmCunnJ.it1we11.325737160.6514Y432.&6290.662920.674262840.33711.0000图从相关阵出发的特征根分解结果及方差贡献率EigenveiztoriFrmlPrinS0.70710T0.7071070.70710T-.707107图对应特征值的特征向量(载荷矩阵)bsPrinlP

5、rin21-1.46T040.Z833120.513070.1559430.39013-1.&75S34-0.516010.Z167651.079851.01982图主成分得分（）比较）得出的结果，阐述从相关矩阵出发进行主成分分析的优劣从相关矩阵出发进行主成分分析优势：（）主成分对各变量的解释度高（）结果稳定，不会因为分析变量的数量级的变化而使结果发生变化劣势：（）第一个主成分的方差贡献率较低，所需求的达到要求的主成分数量多对例从相关矩阵出发进行主成分分析，给出主成分分析结果、碎石图、关于前两个主成分的二维图解答如下：EigerLV：=J_uesutkeCorrel：it1onM:1xElge

6、nvalueDlffereitcePropor七1onCunnilat16.14SS4564.676992310.&S330.6S3321.47289226.7754T2530.163Y0.847030.&97419730.07750.9245图从相关阵出发的特征根分解结果及方差贡献率ThePRIHCOHFEigrnvectorsFrinlFrinFrin3wl0.3T5559259512-.014095泛0.39339&0.134374-.085334x30.3T525B0.2652941073940.0935340.711329-.5222850.1745590.491327O.S0217

7、30.3T2149164956-.224615kT0.3&161&2254030.0423510.35131B052364O.OB3O30爲0.3&25941267510.074717图对应特征值的特征向量（载荷矩阵）FrinlFriii2Frin311998752T3T70.795939410121.50644B83110.442049260.23037934T13-0.1963L124B-0.0805414B50.3813886284-0.815355440.31687623444.38809670255-1.200170297-0.6035594E3-0.416

8、094139&-0.1685507291.0445107771-a.02&01372T-0.65065351B-0.667L17B42-0.20041349S-0.419940970.5704129040a.2O3OUB0292.B3710091S1.13E9L932T60.3009901423101.590E0032SS-2.312S837S30.2008654155111.7B1E3BS47S-15007717B6-0.055693L&3120.0291353194-0.492999041-0.818025S99130.2066250299-0.43103327-0.42155121114

9、-0.47797243-1.0323&3S4-0.288316724150.396461144-0.253261960.043141621216-口.414349250.000546062-Q.65B77769S170.1430906059-0.24740747S0.04922S-451118-0.0175553230.3K4LSS045-Q.40139497S190.73347131SS-1.063310507-0.5121H21200.Q554451021Q.5360704-J.41567902421-0.56S54466T-Q.502S51Q52J.01553514322-0.90495

10、12Q11.0364077513-1.2QT23345723-0.(J0S5E99131.9T7YL03543-1.7Q946967524-0.&549426343346314110.343272740125-0.&633631571.44081287950.09283647226-1.374350444-0.48823138-0.10546627227-1.23719965563889101-0.01T18608328-0.&221101182354609820.0680437&65图主成分得分23Ccrpcreri：解答如下：()程序:Cofnc-onert2琉璃河邯郸大同哈尔滨华新湘乡柳

11、州峨嵋耀县永登工源抚顺大连江南江油()得到结果如下所示E1geTLV：ilnjeei：itheCurrelat1unM：itrizEigenvalneDiferenceProportionCumulative14.352T&4743.60S307E50.6Q660.&06621.243957490.373741840.15550.T62130.8TOE15650.318412250.10880.870940.551B03400.06900.939B图从相关阵出发的特征根分解结果及方差贡献率卫1geiLvectoreFrinlFi谑Fri.n3Frin4k1a.4337070.0&2104.25

12、7976-.0813080.40B8440.3413031175030.0B4951k3a.389459-.0116130.3797010.03&0060.4210580.317615019089-.01&375a.358586-.0&573022198T0.65Z015k61S3497O.T24?750.31SB6722T267j:T2943630.0354760.6354220.6232790.25859649T46Z0.46959334974图对应特征值的特征向量（载荷矩阵）ObsdiquFi-inl河滨瑞郸同求新乡州帽县登湄顺连南油琉邯大喑华湘柳峨曙永工抚大江江0.1065-0.91&

13、76-155902-0.&T4600.391B7-1.97170.457S5-0.T563B-0.T40160.2E3TS0.877761.30445-1.70064-0.S6133-0.245S60.LSOSO1.763641.4654633217-0.9T7491.T4S03-1.3291?1.092720.055600.75177-0.243311052280.33983-1.282141.01033100429-2.79473-0.227310.712621095960.S24870.322940.2S3170.310440.23468-0.11347-0.32234-165996-0.1.血1-0.31651-0.185T0-1295LT0.38836-0.4T9S21.074=15Q.075590.750090.808411.25235-114