Re: PCA - separation and variance



shay wrote:
I observed (by eye) that a
certain set of variables gives me a good separation using the first
three PCs.

Can you please explain what you mean by separation?

Can I say that the
separation on the higher dimensioned plane is as good as or perhaps
better/worse than the one in the 3D plane?

If it helps, one very general suggestion is that you can reconstruct
correlations between variables based only on the first three PCs and
then compare these to the orginal correlations.

--
John Uebersax PhD

.



Relevant Pages

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