What is Variable Loadings in PCA?
Loadings are interpreted as the coefficients of the linear combination of the initial variables from which the principal components are constructed.
From a numerical point of view, the loadings are equal to the coordinates of the variables divided by the square root of the eigenvalue associated with the component.
The loadings are the default outputs of the functions princomp() and prcomp().
Source: Husson et al., Exploratory Multivariate Analysis by Examples Using R, 2011.
From a numerical point of view, the loadings are equal to the coordinates of the variables divided by the square root of the eigenvalue associated with the component.
The loadings are the default outputs of the functions princomp() and prcomp().
Source: Husson et al., Exploratory Multivariate Analysis by Examples Using R, 2011.