How principal component analysis handled high multicolinearity in data set?
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The question is too scarce informationally. Besides, what is "high" multicollinearity? Why do you think PCA has problems with multicollinearity? – ttnphns Jun 06 '16 at 15:22
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Well, one of the purposes of PCA is to find the weights(aka loadings) that will project the data in a way that the new variables have least correlation. – gunakkoc Jun 06 '16 at 16:22