LDA vectors coefficient interpretation -
i trying interpret/quantify coefficients of vectors obtained after lda.
let's obtain eigenvector (unitary)/score 2 classes lda, such as:
0.1348 0.2697 0.4045 0.5394 0.6742
the last dimension important in ability discriminate, right ? can quantify 0.6742^2 /1=0.4545 %, meaning dimension contribute 45% of discrimination "power"/ability ?
or 0.6742/2.0226=0.3333 contributing 33% of discrimination "power"/ability ?
or neither of right , how quantify if possible.
i sorry if trivial, couldn't find clear answer yet on internet.
thank you,
tual
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