应用多元统计分析实验作业第三次

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1、应用多元统计分析实验三姓名杨历班级数学091学号200912010128日期2011.11TotalVarianceExplainedComponentInitialEigenvaluesExtractionSumsofSquaredLoadingsTotal%ofVarianceCumulative%Total%ofVarianceCumulative%13.46086.49986.4993.46086.49986.4992.53713.43499.9333.002.06099.9934.000.0

2、07100.000ExtractionMethod:PrincipalComponentAnalysis・特征向量矩阵Z1xl0.59X20.62X30.61X40.48由特征向量矩阵可以得到主成分的表达式：Y=0.59X1+0.62X2+0.61X3+O.48X4将各个变量带入得到每个行业的主成分依次为:6407.803,22481.66,655.812,602.348,648.436,1.437则由此可知石油和天然气开采业经济效益最高，煤炭开采和选业其次，接着依次是黑色金属、非金属、有色金属，其他

3、采矿业最低。TotalVarianeeExplainedComponentInitialEigenvaluesExtractionSumsofSquaredLoadingsTotal%ofVarianceCumulative%Total%ofVarianceCumulative%12.92732.52232.5222.92732.52232.52222.22024.67157.1932.22024.67157.19331.34414.93672.1291.34414.93672.1294.8018.9

4、0381.0335.6547.26388.2956.3964.39992.6947.3353.72796.4218.2232.47298.8949.1001.106100.000因子载荷阵ComponentMatrix3Comporient123粮食.001-.820-.006蔬菜.093-.477.715石油.009.276.809猪牛羊肉.780-.113.194家禽.872-.212-.064蛋类及其制品-.563.608.312水产品.857.177.130食慷.664.496-.151酒.2

5、41.735-.023特征向量矩阵zlz2z3X10.001169-0.55035-0.00518x20.054359-0.320140.616746x30.0052610.1852390.697829x40.455914-0.075840.167341x50.509689-0.14229-0.05521x6-0.329080.4080630.269126x70.5009210.1187950.112136x80.3881120.332893-0.13025x90.1408660.4933-0.019

6、84根据上表可得主成分的表达式："=0.001X1+0.054X2+0.005X3+0.456X4+0.51X5—0.329X6+0.501X7+0.388X8+0.141X9丫2=—0.55X1—0.32X2+0.185X3—0.076X4—0.142X5+0.408X6+0.119X7+0.333X8+0.493X9如下表:K3=-0.005X1+0.617X2+0.698X3+0.167X4-0.055X5+0.269X6+0.112X7-0.130X8-0.02X9地区yiy2y3y北京14.

7、92-90.4267.81-10.16天津11.80-93.4854.76-15.31上海24.39-115.4657.85-16.51福建24.55-129.936&56-19.17浙江25.14-126.0059.51-19.43辽宁19.55-154.5611&72-19.47黑龙江13.27-131.9076.07-23.38湖南23.53-169.9110&84-24.97广东29.80-167.068&93-25.29广西19.18-144.8972.06-25.99内蒙15.93-130

8、.4748.84-27.33海南24.93-154.5760.04-29.19山东11.81-152.6481.06-30.09湖北21.71-179.61100.93-30.74安徽14.06-143.1256.46-30.92分别计算出以上三项后，利用公式丫=金丫1+走Y2+金Y3得到综合得分并排序江苏18.07-164.9376.08-32.51河北7.10-129.8340.94-32.73山西6.20-141.4455.18-34.15吉林14