PCA and proportion of variance

by hibou   Last Updated July 11, 2019 19:19 PM - source

So this is my first time using R AND PCA, but I did a pca analysis (with princomp) on 10 variables and then another pca analysis on only the top 7 contributing variables and found that the proportion of variance increased. How can I be sure that this increase is real and stable and not due to a lower number of variables? Is there some way to calculate the expected increase vs observed? Thanks!

Tags : r

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