st: Principal Components Analysis

["Paul E. Karner" <pkarner@iie.com>]

Hello,

Does anyone know whether or not STATA can calculate the shares of variation in a principal component attributable to its underlying variables, or, if STATA cannot do this directly, how to calculate these given STATA's output from the "score" command and/or the eigenvectors?

Thanks very much,


Paul Karner

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