I am performing N- integration in the RNAseq and proteomics data sets. While calculating the correlation between different components I got the following results:
Correlation between the first component: 0.99
Second component: 0.99
Third component: 0.98
Can anyone please help me understand what does such a high correlation between components means and how to interpret the results? Also in the figure, in the first components, the ellipses are not overlapping but overlapping in the second and third. Does it mean anything about the result?