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New variables after computing Principal Components Analysis

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NCA on 5 Jul 2021
Commented: the cyclist on 5 Jul 2021
After computing principal components analysis, what will represent my new variables to be used to build my model , is it the scores?
Thank You

Accepted Answer

the cyclist
the cyclist on 5 Jul 2021
Yes, the output score is the observed values of the variables in the principal coordinate axes.
I wrote a detailed answer to this question that is a tutorial on how to use MATLAB's pca() function. You might find it helpful.
the cyclist
the cyclist on 5 Jul 2021
You want to use score, not score*coeff.
score is equivalent to X*coeff; it's the original observations transformed to the PC coordinates.

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