I want to run PCA on a data set that will be aggregated by country. Should I aggregate the data before or after I standardize the data, and why? Basically the title asks my question. I have the results of a survey that was filled out by people from different countries. I have been asked to analyze the data using PCA and see what findings I can get on each country from my analysis. Now of course this means I have to aggregate my data, but should I aggregate the data before or after I standardize the data? From the results that I am getting it seems that aggregating first is the right way to go about it, but I am failing to understand why that would be the case.
Data should be standardized for calculating principal components. If data is standardized before aggregating by country, the resultant data after aggregation will no longer will have mean 0 and standard deviation 1, hence, the results of PCA will be erroneous.
Therefore, data should be aggregated and then standardized in order to obtain correct principal components of the data.