Following table provides information on standard deviations of Principal Component Analysis on a certain dataset. There are 15 variables in the data and PCA is run on scaled data. The following standard deviations of the variations that are being explained by the 4 Principal Components.

Stdev   2.3 2.1 1.5 0.960

What is the proportion of total variability explained by the 4 PC’s?

[here PC means Principal Component]

  • $\begingroup$ "Following table" - may I ask you to display the table in formulas ? (using the Latex annotation available in this forum). Your question will benefit from this clarification. $\endgroup$ – Match Maker EE Aug 1 at 16:38

Total variability is the sum of the standard deviations for all the Principal Components. To estimate the proportion for each Component you have to divide its standard deviation by the total amount: $Proportion_{i} = \frac{σ_{i}}{\sum_{i=1}^{14} σ_{i}}$

| cite | improve this answer | |

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.