Hi all
A quick query about PCA.
If we enter variables A,B,C.....Z into a PCA... say for PC1,
coefficients of variables X,Y and Z had large absolute values of their
coefficients....and we find that PC1 accounts for 40% of the total
variation in the "original data". Am I correct in thinking that this
means PC1 accounts for 40% of the total variation in the full original
data set, A,B,C,.....,Z?
Is it also safe to say that, since X, Y and Z have large absolute values
for PC1 that *they* account for most of the total variation in the full
original data set?
Many thanks,
Kim
D
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