I have a scaled PCA biplot of the first two PCs of a data set with 43 observations and 5 variables.
The biplot indicates certain relationships between variables, based on the angles between the vectors. Some variables are positively correlated, others are negatively or not correlated at all. Why then, if I calculate and plot a Pearson's correlation between two columns in my data set, would the relationship be different from what's indicated on the biplot? (i.e. Pearson indicates a strong and significant positive correlation, but biplot shows vectors with an angle less than 90 degrees?)
Note that all my variable are highly positively correlated.