How to get hotelling's t-sqaure for first few components of PCA
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I am trying to get t-square values for just two components in a PCA run but i am getting t-square for all components. matlab documentation is saying to calculate t-sqreduced and t-sqdiscareded, but i am unable to understand what does these means. is there any way to directly get t-square for only first component?
Rajani Mishra on 12 Mar 2020
Please read “Hotelling’s T-squared Statistic” part in the “More about” section in the documentation of pca function, it explains about finding T-squared statistic in the reduced space. You can find pca documentation here : https://www.mathworks.com/help/stats/pca.html#bvmb8k3-1