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Hadley On Sun, Nov 22, 2009 at 12:04 PM, masterinex <[email protected]> wrote: > > 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. > -- http://had.co.nz/ ______________________________________________ [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.
