Low PCA loadings (especially on PC1 and most others)

Question

I have a set of 100 variables and aim to reduce my data dimension for further subsequent analyses. There are about 300 observations.

Upon prcomp() in R (with retx= TRUE), my PC1's loadings (abs) are all below 0.20. And, most other PCs' loadings (abs) are also in the range of 0.01-0.30.

How would you do in this situation?

Thank you.

Answer 1

Please make sure you scale the data before PCA. If you don't then the loadings can get skewed. Set the scale variable in prcomp to 'TRUE'.