Statistics Toolbox    

Hotelling's T2 (Fourth Output)

The last output of the princomp function, t2, is Hotelling's T2, a statistical measure of the multivariate distance of each observation from the center of the data set. This is an analytical way to find the most extreme points in the data.

It is not surprising that the ratings for New York are the furthest from the average U.S. town.


  The Component Variances (Third Output) Factor Analysis