so under which cases is it better to standardize the data matrix first ? also is PCA generally used to predict the response variable , should I keep that variable in my data matrix ?
Uwe Ligges-3 wrote: > > masterinex wrote: >> >> >> Hi guys , >> >> Im trying to do principal component analysis in R . There is 2 ways of >> doing >> it , I believe. >> One is doing principal component analysis right away the other way is >> standardizing the matrix first using s = scale(m)and then apply >> principal >> component analysis. >> How do I tell what result is better ? What values in particular should i >> look at . I already managed to find the eigenvalues and eigenvectors , >> the >> proportion of variance for each eigenvector using both methods. >> > > Generally, it is better to standardize. But in some cases, e.g. for the > same units in your variables indicating also the importance, it might > make sense not to do so. > You should think about the analysis, you cannot know which result is > `better' unless you know an interpretation. > > > >> I noticed that the proportion of the variance for the first pca without >> standardizing had a larger value . Is there a meaning to it ? Isnt this >> always the case? >> At last , if I am supposed to predict a variable ie weight should I >> drop >> the variable ie weight from my data matrix when I do principal component >> analysis ? > > > This sounds a bit like homework. If that is the case, please ask your > teacher rather than this list. > Anyway, it does not make sense to predict weight using a linear > combination (principle component) that contains weight, does it? > > Uwe Ligges > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- View this message in context: http://old.nabble.com/how-to-tell-if-its-better-to-standardize-your-data-matrix-first-when-you-do-principal-tp26462070p26466400.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
