![Robust principal component analysis in SAS Classical and robust principal component scores for crime data, computed in SAS](https://blogs.sas.com/content/iml/files/2017/08/robustPCA13-640x336.png)
Recently, I was asked whether SAS can perform a principal component analysis (PCA) that is robust to the presence of outliers in the data. A PCA requires a data matrix, an estimate for the center of the data, and an estimate for the variance/covariance of the variables. Classically, these estimates