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Topic: Eigenvalues or Explained Variance of Rotated Principal Components
Replies: 1   Last Post: Feb 7, 2013 7:15 AM

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Greg Heath

Posts: 5,923
Registered: 12/7/04
Re: Eigenvalues or Explained Variance of Rotated Principal Components
Posted: Feb 7, 2013 7:15 AM
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"Mathew Guilfoyle" wrote in message <kethvb$stp$1@newscl01ah.mathworks.com>...
> Hi, looking for a way of determining the explained variance of principal components following rotation (i.e. after appying rotatefactors function).
>
> I have a dataset where the first 3 PCs explain >98% of the variance (approx 70, 20, and 8% per PC). To make them easier to interpret it is necessary to apply a varimax rotation (to first 3 PCs only). Clearly the total amount of explained variance across the 3 PCs will remain the same after rotation but it will be distributed very differently amongst them. In other programs (e.g. SPSS) the eigenvalues and explained variance of the rotated components is provided but in Matlab they are not.
>
> Is there an easy way of extracting these values? Can the rotation matrix output from rotatefactors somehow be applied to the vector of unrotated eigenvalues to get the rotated eigenvalues?
>
> Thanks for any help


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Greg



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