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Dear all,

Many thanks for all your replies.  As documented in my email yesterday....a
covariance based PCA is thought preferable for the problem below.  However
texts recommend standardisation (i.e. correlation based PCA) for a situation
in which some variables vary more than others (to avoid such variables
having an undue influence on the PCs).  Bearing this in mind, what should be
done if, say, some  of the variables had a relatively large variance  in my
situation?...e.g. say values: 1,1,1,1,1,5,5,5,5,5 and other variables had
smaller variances e.g.values:  2,2,2,2,2,2,3,3,3,3.  Would it still make
sense to do a covariance based PCA?

Many thanks again,
Kim.




ORGINAL EMAIL:
Hello all

I am going to do a principal components analysis.  I know that we can
standardise the variables (correlation-based PCA) to make them 'equally
important'.

I have read that
1)if we omitted standardisation, a variable which varied lot would tend to
dominate the principal components, and
2) standardisation to make variables equally important is suggested when the
variables are measured in different units.

My question is:  if my variables are all measured in the same units (say
each variable contained scores for n people and each score could take one of
5 values 1 to 5), would it still be OK to do a correlation based PCA  (i.e.
using covariance matrix of standardised variables) or would covariance based
PCA (I.e. using covariance matrix of  unstandardised variables) be more
appropriate?

Many thanks, in advance for your help,
All the Best,
Kim.