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.
Are you ready for the spotlight? We're accepting content ideas for SAS Innovate 2025 to be held May 6-9 in Orlando, FL. The call is open until September 25. Read more here about why you should contribute and what is in it for you!
Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.
Find more tutorials on the SAS Users YouTube channel.