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.

• [st2, index] = sort(t2);          % Sort in ascending order.
  st2 = flipud(st2);                % Values in descending order.
  index = flipud(index);            % Indices in descending order.
  extreme = index(1)
  extreme =
     213
  names(extreme,:)
  ans =
  New York, NY
  

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