I am trying to analyze the main components in R. I believe there are two ways to do this. One of them does the analysis of the main components immediately, another way is to first standardize the matrix using s = scale (m), and then apply the analysis of the main components.
How to find out which result is better? What values โโshould I look at. I have already managed to find the eigenvalues โโand eigenvectors - the variance fraction for each eigenvector, using both methods.
I noticed that the proportion of variance for the first pca without standardization was more important. Is there any reason? Isn't that always the case?
Finally, if I have to predict a variable, i.e. weight should i reset the variable i.e. the weight from my data matrix when I perform the analysis of the main components?
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