Dear all
I would like to ask 2 questions regarding PCA.
1) I have n objects with p variables recorded for each of the n
objects. How small can p be in order to get an adequate PCA?
2) Say in a PCA we retain k PCs. Each PC is interpreted in terms of the
variables with relatively large coefficients. Does it always have to be
the case that all p variables have large coefficients somewhere within
the retained k PCs or is this not necessary? For example, say if we
retained 3 PCs:
PC1 PC2 PC3
X1 -0.81 -0.16 0.0009
X2 -0.03 0.66 0.009
X3 -0.58 0.0008 0.02
X4 0.001 0.74 0.0009
X5 0.058 0.0008 0.75
X6 0.02 0.008 0.66
Here, all 6 variables have large coefficienst somewhere within the 3
retained PCs. Does this always have to be the case?
Many thanks,
Kim
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