I want to perform a PCA on my data. I have one dependent variable and 31 independent variables. How do I select the variables after knowing the number of the Principal Components
There is no such thing as a dependent variable in principal components analysis. So please explain further what you are trying to do here.
Definitely, this is a situation where you should use PLS and not PCA.
In PLS, you can determine the important variables in a number of ways, usually by looking at the loadings.
Check PROC PLS , especially its example in documentation.
@Ksharp wrote:
Check PROC PLS , especially its example in documentation.
Good point. If you want to do something like Principal Components on the X-variables to predict a Y-variable(s), then PLS is the way to go.
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