The output table lists the eigenvectors in descending order of standard deviation (sd).
The query below returns the output shown in the following three tables.
SELECT * FROM pca_health_ev ORDER BY component_rank;
PCA Example Output Table pca_health_ev (Columns 1-5)
| component_rank |
age |
bmi |
bloodpressure |
glucose |
| 1 |
0.0233531960338227 |
0.00504956503997912 |
0.00158669391367759 |
0.0842032256610642 |
| 2 |
0.0401859758008148 |
0.0404126752942246 |
-0.0223449106172612 |
0.217685269075731 |
| 3 |
-0.16820726382671 |
0.0638054862550787 |
-0.472824089141384 |
-0.820766253634683 |
| 4 |
-0.0129652073386729 |
0.00378045426074681 |
-0.858379856202759 |
0.406899030303581 |
| 5 |
-0.233598151299198 |
0.320787735507453 |
-0.124354522206257 |
0.309945063989336 |
| 6 |
-0.743337103992336 |
0.515142674213825 |
0.153195632015632 |
0.0282396614323736 |
| 7 |
-0.585637274413613 |
-0.7907071584919 |
0.00553007147741568 |
0.0925491110066536 |
| 8 |
-0.13888402260094 |
-0.0275921930861039 |
0.0124923981893404 |
-0.0294977512854948 |
PCA Example Output Table pca_health_ev (Columns 6-9)
| strokes |
cigarettes |
insulin |
hdl |
| -0.00859257029795621 |
0.0413329219482391 |
0.99526340917443 |
0.00222103039038422 |
| -0.00344527374716509 |
0.0171848390743044 |
-0.022445679214246 |
0.973681022974589 |
| -0.0539753477374444 |
0.180457886400629 |
0.0654659811769922 |
0.175074647858464 |
| 0.0391336176479417 |
-0.290464771196449 |
-0.0201355968289739 |
-0.105490035413321 |
| -0.0568956998524478 |
0.846124412456638 |
-0.0575951508612638 |
-0.0922837968094822 |
| -0.070564649365954 |
-0.389709106729591 |
0.0277394005213322 |
0.0137681856551496 |
| -0.107921723264969 |
0.101814040327821 |
0.00467778052427058 |
0.0343536591559544 |
| 0.987727660277147 |
0.0538110654780203 |
0.0121302727639756 |
0.016583625709794 |
PCA Example Output Table pca_health_ev (Columns 10-13)
| sd |
var_proportion |
cumulative_var |
mean |
| 194.717385062003 |
0.903560729160365 |
0.903560729160365 |
[37.88, 31.96399963378906, 66.8, 130.84, 5.12, 18.6, 108.16, 49.17200023651123] |
| 46.3369853980967 |
0.0511685890757095 |
0.954729318236074 |
|
| 32.126518678328 |
0.0245966082061308 |
0.979325926442205 |
|
| 23.0594563502538 |
0.0126720249199549 |
0.99199795136216 |
|
| 14.4734867683913 |
0.00499222587415763 |
0.996990177236318 |
|
| 8.8921277044859 |
0.00188434002234855 |
0.998874517258666 |
|
| 6.5381934611736 |
0.00101874015287284 |
0.999893257411539 |
|
| 2.11638619509984 |
0.00010674258846095 |
1 |
|
In the following table, which is derived from the output table, the cumulative variance calculation shows that the three top-ranked eigenvectors account for ~98% of the total variance.
Values Derived from PCA Example Output Table pca_health_ev
| component_rank |
sd |
variance |
variance_proportion |
cumulative_variance |
|
1
|
194.7174
|
37914.86
|
0.903560729
|
0.903560729
|
|
2
|
46.33699
|
2147.116
|
0.051168589
|
0.954729318
|
|
3
|
32.12652
|
1032.113
|
0.024596608
|
0.979325926
|
| 4 |
23.05946 |
531.7385 |
0.012672025 |
0.991997951 |
| 5 |
14.47349 |
209.4818 |
0.004992226 |
0.996990177 |
| 6 |
8.892128 |
79.06994 |
0.00188434 |
0.998874517 |
| 7 |
6.538193 |
42.74797 |
0.00101874 |
0.999893257 |
| 8 |
2.116386 |
4.479091 |
0.000106743 |
1 |