Retain the principal components with the largest eigenvalues. Eigenvalues You can use the size of the eigenvalue to determine the number of principal components. However, if you want to perform other analyses on the data, you may want to have at least 90% of the variance explained by the principal components. For descriptive purposes, you may only need 80% of the variance explained.
The acceptable level depends on your application. Retain the principal components that explain an acceptable level of variance. Proportion of variance that the components explain Use the cumulative proportion to determine the amount of variance that the principal components explain.
Determine the minimum number of principal components that account for most of the variation in your data, by using the following methods.
