Using eigenvalue analysis of R, these Zi (i = 1,...p) are ordered such
that the Zi with the highest eigenvalue of R corresponds to the first
PC and describes the largest amount of the variability in the original
data; the second highest is the second PC, etc. Significant
dimension reduction can be achieved if only the first few PCs are
needed to represent most of the variability in the original highdimensional
space. This is common when there is high multicollinearity
among the original variables. It should be noted that if the
units of the original variables are different, the data should be normalized
before performing PCA (Shumueli, Patel, & Bruce, 2007).