I am currently reviewing principal components from my recent output. For each principal component I know you get an eigenvalue which represents how much of the variance is explained. If I was to take the cumulative sum of the eigenvalues such that I wanted say 75% of variance explained would it make sense to sum the respective principal components?
E.g. if cumulative sum of pc1, pc2, pc3 accounted for 75% of variance (from summing eigenvalues) could I sum pc1 + pc2 + pc3?