Principle Component Analysis

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Pramod Bhat
Pramod Bhat on 5 Feb 2012
Commented: Wu Ying on 12 Feb 2015
Friends,
I understood explanation given on PCA in help. But i am not able to understand how to select the best features/variables. Can anybody help me in this regard ?
If you have an example with data please send it to bbhatpramod@gmail.com. Your help would be greatly appreciated.
Thanq..

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Answers (1)

Walter Roberson
Walter Roberson on 5 Feb 2012
The "best" features or variables are the ones that have the most "explanatory power" -- the ones that come out highest in PCA.
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Wu Ying
Wu Ying on 12 Feb 2015
for the variables, it may be a positive or negative contribute to the principle component. How to choose the highest? Just the absolute value or ?

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