title: Removing Variables using PCA in R
body: <p>I tried searching for this but could not find the info. I am conducting a linear regression using 10 variables (1 y variable and 9 x variables). All the variables are correlated. I want to see if I need all 9 variables or not. How do I use the data from PCA to eliminate variables? 
  I conducted PCA on all 10 variables using <code>prcomp()</code> and got the following results:</p>
  
  <pre><code>Importance of components:
                            PC1     PC2     PC3     PC4     PC5     PC6     PC7     PC8     PC9     PC10
  Standard deviation     0.1021 0.04005 0.03464 0.03114 0.02414 0.02047 0.01708 0.01425 0.01308 0.003287
  Proportion of Variance 0.6567 0.10101 0.07555 0.06104 0.03668 0.02639 0.01838 0.01278 0.01078 0.000680
  Cumulative Proportion  0.6567 0.75773 0.83328 0.89432 0.93100 0.95738 0.97576 0.98854 0.99932 1.000000
  
  Rotation:
                 PC1          PC2         PC3         PC4         PC5         PC6         PC7         PC8          PC9         PC10
   [1,] -0.219033940  0.009323363  0.14371969  0.06987706  0.19302513 -0.02648874  0.16654618 -0.06567080 -0.925393447  0.005948459
   [2,] -0.007661133 -0.027804546 -0.24045564  0.13997803  0.00461297 -0.13195868  0.13625008  0.05140013 -0.005668700 -0.939724900
   [3,] -0.053184446 -0.212036806 -0.26744318  0.36220366 -0.53094911  0.24356319 -0.04692857 -0.62944042 -0.084900337  0.051564259
   [4,] -0.188804651  0.062154139 -0.08807850  0.18886008  0.19969440 -0.59987987 -0.68882923 -0.20548388 -0.004509710  0.024501524
   [5,] -0.299789863  0.080676352 -0.62720621 -0.23335343  0.37274825  0.50767975 -0.23796461  0.03549668 -0.025233090  0.023917725
   [6,] -0.013478134 -0.052386807 -0.58015768  0.34394876 -0.01276741 -0.38994226  0.42009710  0.31887185  0.002157408  0.334375266
   [7,] -0.380565266  0.227200067  0.23992808  0.40306010  0.46135693  0.09059073  0.35930614 -0.34019038  0.342613874  0.015991214
   [8,] -0.432463682  0.037822199  0.20765408  0.45337044 -0.30497494  0.26299209 -0.26947304  0.57196490  0.008807625 -0.029461460
   [9,] -0.654931547  0.158646794 -0.01629962 -0.51083458 -0.39357245 -0.27198634  0.20326283 -0.08572653  0.083798804 -0.010738521
  [10,] -0.250287731 -0.928894500  0.10639604 -0.08339656  0.20266163 -0.03955488  0.02948133  0.03827340  0.106117791  0.002154660
  </code></pre>