Sunday, January 01, 2006

Re: st: Principal component analysis

Boubacar-Sid wrote:

> Does anybody how to interpret the results of the "principal component > analysis" obtained by typing the command line: > pca varlist [if] [in] [weight] [,options]. I haven't found any in the > manual.

You're right that -whelp pca- doesn't give examples of these options, but I think they're pretty self-explanatory if you've used these options using other Stata commands.

Much of this relies on common sense, anyway. For example, if you were to run

. sysuse auto . pca headroom trunk weight length turn displacement gear_ratio . pca headroom trunk weight length turn displacement gear_ratio if mpg>=15 [aw=weight]

you would find there isn't much difference in the eigenvalues or, indeed, in the 'loadings' on the PCs.

As for the options, look at -whelp pca-, which also provides a hypertext link to -pca postestimation-, which allows you to do neat things like generate factor scores and suchlike.

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