Dear everyone,
A small query about PCA. PCA works best if the original variables are
highly correlated. However, what if we have 4 variables (say) X1, X2,
X3, Z and X4 and X4=X1+X2+X3+Z .
We think about using X1 X2 X3 and X4 in a PCA but would the relationship
between these 4 variables interfere with the analysis and, if so, how
would we remedy this? Perhaps by omitting x4?
Kind Regards,
Kim
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