PCA Procedure

If you want to analyze a partial correlation or covariance matrix, use the PARTIAL statement to specify the names of the numeric variables to be partialed out. The PCA procedure computes the principal components of the residuals by predicting the VAR statement variables from the PARTIAL statement variables. If you request an OUTSTAT= data table, the residual variables are named by prefixing either the characters R_ (by default) or the string specified in the PARPREFIX= option to the VAR statement variable names.

The PARTIAL statement is not supported if you specify METHOD=ITERGS, METHOD=NIPALS, or METHOD=RANDOM in the PROC PCA statement.