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I am running PCA on a dataset with dimensions 1460(n) * 307(p). Upon running PCA, I obtain the below plot of variance explained and the number of components. I am trying to estimate the number of PCs to select for my training dataset.

Based on the plot below, It appears that around 75% of the variance is explained/captured by 50 PCs. So, selecting 50 PCs is a reasonable estimate.

How would you interpret the below plot and estimate # of PCs to select?

Thanks!

enter image description here

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  • $\begingroup$ support.minitab.com/en-us/minitab/17/topic-library/… $\endgroup$
    – SmallChess
    Commented Mar 22, 2017 at 3:11
  • $\begingroup$ You choose your desired percentage (80%, 90%). You use it to select your components. $\endgroup$
    – SmallChess
    Commented Mar 22, 2017 at 3:12
  • $\begingroup$ @Student T yeah - the scree plot shows a steep curve until like ~20 PCs and then it's horizontal line from then on. $\endgroup$
    – kms
    Commented Mar 22, 2017 at 3:15
  • $\begingroup$ Answers in this post go into detail on methods for appropriately selecting the number of components. The Valle paper referred to is a very good introduction to this topic: stats.stackexchange.com/questions/100143/… $\endgroup$
    – Deathkill14
    Commented Mar 22, 2017 at 6:42

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