How Many Components to Retain
{"Image DocumentName": "How Many Components to Retain", "Image ImageDescription": "From p variables we can extract p components. We probably want fewer than p. Simple rule: Keep as many as have eigenvalues \uf0b3 1. A component with eigenvalue < 1 captured less than one variable\u2019s worth of variance.", "Image XResolution": "37", "Image YResolution": "37", "Image ResolutionUnit": "Pixels/Centimeter", "Image Software": "SlidePlayer", "Image YCbCrPositioning": "Centered"}