PCA+Loading+Plot(s)

PCA Loading Plots (PCA Analysis) (GWU EMSE-271)
Index | Topics (Logical Lectures) | Lectures | Problems | Readings | Nomenclature | Concepts

Construct the loadings by multiplying the eigenvector time the square root of the eigenvalue. Then Loadings-squared show % contribution by each variable per PCA component (Z1, Z2, ect.)

As part of the analyis, also construct cumulataive explained vairance.

Sources:**
 * EMSE 271, Fall 2009 (Goverment.xls spreadsheet)