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PCA loadings (column contribution with only X's)

Status: New Submitted by on ‎06-26-2021 06:17 AM
Comment

Similar to predictor screening, the idea is to get a list of columns ordered by their contribution explaining the variability within X containing missings and/or outliers.

 

In PCA, one can plot the partial contribution of the variables. However, this visualization does not consider the different importance between PCs. The eigenvalues table includes the percentage of data explained.

 

FN_0-1624702423743.png

 

In the PLS platform, this is possible. PCA requires now multiple manual steps.

 

See the answer here:

https://community.jmp.com/t5/Discussions/PCA-total-variable-contribtion/m-p/338594#M58665