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