How to select top 100 features(a subset) which are most relevant after pca?

Question

I performed PCA on a 63*2308 matrix and obtained a score and a co-efficient matrix. The score matrix is 63*2308 and the co-efficient matrix is 2308*2308 in dimensions.

Answer 1

Be careful!

With just 63 observations and 2308 variables, your PCA result will be meaningless because the data is underspecified. You should have at least (rule of thumb) dimensions*3 observations.

With 63 observations, you can at most define a 62 dimensional hyperspace!