Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: RE: Factor Analysis and correlation table


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Factor Analysis and correlation table
Date   Mon, 28 Apr 2008 20:11:18 +0100

No doubt this could continue for some while. In my case, the need to
sign off dictates my last comment. The lack of an error model for a PCA
need worry no one any more than the lack of a model for logarithmic
transformation! Sometimes it's helpful; sometimes it is not. 

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

Verkuilen, Jay

Nick Cox wrote:

>>I'd go a little further. There is no model underlying PCA. It's a
transformation procedure! 

Yes, I could see that. It certainly is a very useful pre-whitener or,
conversely, low-pass filter, for multivariate data. 

Lack of an error model is, IMO, a big issue. 



*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index