title: LDA vectors coefficient interpretation
body: <p>I am trying to interpret/quantify the coefficients of the vectors obtained after an <code>LDA</code>.</p>
  
  <p>Let's say that I obtain an eigenvector (unitary)/Score for a two classes LDA, such as: </p>
  
  <pre><code>0.1348
  0.2697
  0.4045
  0.5394
  0.6742
  </code></pre>
  
  <p>the last dimension is the most important in the ability to discriminate, right ? But can I quantify it as <code>0.6742^2  /1=0.4545 %</code>, meaning that this dimension contributes to 45% of the discrimination "power"/ability?</p>
  
  <p>Or <code>0.6742/2.0226=0.3333</code> contributing to <code>33%</code> of the discrimination "power"/ability?</p>
  
  <p>Or neither of those are right and how to quantify it if possible.
  I am sorry if this is trivial, but I couldn't find a clear answer yet on the internet.</p>
  
  <p>Thank you,</p>
  
  <p>Tual</p>