PCA to separate two outcomes
Hi,I have a binary outcome for a set of patients, and a long list of variables measured (i.e. potential predictors/characteristics). I can do a PCA on the whole set, or PCA on each set separately (i.e. positive patients and negative patients separately). But what I really want is the following: what are the two principal components that best separate the positives from the negatives? I've played a...