A Mistake Application for Principal Component Analysis

When solving multivariate sample data, principal component analysis (PCA) can simplify the source, reduce the dimension of redundancies, and make the new variable uncorrelated, so it is widely utilized in multivariate statistical analysis. These years, however, some people apply the PCA to determine the weight of evaluation index system, even include the method in the textbook. This paper will clarify the unscientific method of valuing the weight in two ways.