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st: RE: Principal Component Analysis


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Principal Component Analysis
Date   Tue, 17 Jun 2003 09:40:23 +0100

Joao Pedro W. de Azevedo

> I would like to be able to produce the following, after running the
> Principal Component Analysis with
> Stata:
> 
> 1) communalities table
> 2) Kaiser-Meyer-Olkin (KMO) test
> 3) Barlet test of Sphericity
> 
> Does anyone knows if there is any user written program to 
> produce some of these tests?

What you want is, I think, more often regarded 
as factor analysis rather than principal 
component analysis. What there is can be 
seen by e.g. 

. findit factor

but there's not much for people interested 
in this area. 

The last author was Bartlett. 

Nick 
n.j.cox@durham.ac.uk 
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