Loadings
Topic of Principal component analysis, part of Statistical learning
Loadings
| Type | Topic |
| Taught in | Principal component analysis |
| Part | Statistical learning |
The coefficients of the variables in a principal component, the entries of its unit direction vector. A large loading means the variable carries weight in that component; signs are arbitrary, since a direction and its negative describe the same component.
In Principal component analysis
The first two standardised components explain 95.8\% of the total standardised variance: the partial sum of the eigenvalues, divided by the trace, before the row is rounded for display. The leading two correlation loadings, rounded to three decimals, are
Used in
- Taught in Principal component analysis
- Also used in High-dimensional analysis
- All 7 questions on Principal component analysis
See also
Principal component directions and scores · Principal component directions · Scaling · Principal components by Lagrange multipliers · Reconstruction from principal components · Choosing the number of principal components · How many components, on a correlation with no response · Singular value decomposition