[R] combining variables with PCA

[Dave Roberts]

Christian,

     One of the arguments to prcomp() is retx, with a default value of 
TRUE.  As explained in the help file, if retx is TRUE the prcomp object 
reurned by the function contains the projection of the original data 
along the principal components (which many of us call "scores").  Thus

 > z <- prcomp(cbind(runif(20),runif(20)))
 > z$x
                PC1          PC2
  [1,] -0.176564769 -0.175010202
  [2,]  0.286746995 -0.464200150
  [3,] -0.010385993  0.415020704
  [4,]  0.002108131 -0.150929991
  [5,] -0.030974478  0.005799164
  [6,]  0.516400555  0.051731728
  [7,] -0.273545829  0.082611939
  [8,]  0.028956640 -0.095674198
  [9,] -0.343703128  0.148523268
[10,] -0.267409591  0.236258325
[11,] -0.362410088  0.278893388
[12,]  0.198170683 -0.282954098
[13,] -0.195901187  0.030789448
[14,]  0.544997090 -0.089702393
[15,] -0.361799979 -0.055526763
[16,]  0.117021002  0.362033198
[17,] -0.385818070 -0.459613063
[18,] -0.182413187 -0.218456938
[19,]  0.386595491  0.337704022
[20,]  0.509929714  0.042702611

You can use the columns of the x component of your prcomp object as the 
independent variable in your regression analysis or whatever.

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
David W. Roberts                                     office 406-994-4548
Professor and Head                                      FAX 406-994-3190
Department of Ecology                         email droberts at montana.edu
Montana State University
Bozeman, MT 59717-3460

Christian Jones wrote:
> hello R_team
> 
> having perfomed a PCA on my fitted model with the function:
> 
> data<- na.omit(dataset) 
> 
> data.pca<-prcomp(data,scale =TRUE),
> 
> I´ve decided to aggregate two variables that are highly correlated.
> 
> My first question is:
> 
> How can I combine the two variables into one new predictor?
> 
> and secondly:
> 
> How can I predict with the newly created variable in a new dataset? 
> 
> Guess I need the "predict" and "new data" command but I´m having problems with the syntax and the help function was not sufficient on this issue.
> 
> many thanks in advance
> 
> Christian
> 
> 
> 
>  
> 
> 
> 
> 	[[alternative HTML version deleted]]
> 
> 
> 
> ------------------------------------------------------------------------
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html


--