How to compare the output of PCA analysis?

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Andrea 2014-6-4

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评论： Walter Roberson 2020-5-28

Hello to everyone.

I have this problem: I run a PCA analysis using the princomp function on two 8x3 matrices. Then, in order to find out whether they behave similarly or not I would like to perform a comparison of such vectors.

I found two ways: the first was proposed by Krzanowski (1979) (see ikaros.teipir.gr/era/era2/fullpap/B26.doc on page 4), but the problem is that applying the equation 3 on page 4 I always, i.e. regardless of the input data, that the similarity factor (called Sim is always maximum, in my case 3: how can I use it then?) and the second by Yang and Shahabi (2004) that I still have to try.

What is your suggestion?

Thank you.