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PCA and variables significantly correlated to the PCs

r_shraim

In PCA, is there any way to view or determine which variables are significantly correlated with the principal component axes? For example in the example that JMP gives ( https://www.jmp.com/support/help/13-1/Principal_Components_Report.shtml#213961 ) is there a table or something that gives the value of Ether's correlation with the PC1 or PC2 axis (r-value)??

Note: I'm using JMPGenomics - Thanks!

Accepted answers

mnelson

Looks like Laura Higgins gives to information on how to infer what variables make up the PCs watch her PCA webcast at https://www.jmp.com/en_us/events/ondemand/mastering-jmp/multivariariate-data-exploration.html I hope it help some.

All comments

mnelson

I'm actually trying to figure out that too (if i understand your question properly). Kemal Oflus has a PCA webcast at the following link.

https://www.jmp.com/en_us/events/ondemand/mastering-jmp/multivariate-analysis.html In his webcast he shows that you can right click on the PC (once it's in your data table) and select "forumula" and it will show you the % of each variable that makes up the principal component. In JMP 13 that does not work... It seem there should be a way. Judging by responses to most of these kinds of threads, Oflus must have used be black magic to get those percentages (or he was in error)...

Oflus Webcast

mnelson

r_shraim

thanks! this is probably the best jmp can so far!