Re: st: longitudinal principal components analysis

[John Antonakis <john.antonakis@unil.ch>]

Hi:

Is what you have an index or are they indicators of a latent factor--if 
it is the latter, why don't you do a confirmatory factor analysis (where 
you can cluster)?  Take a look at the user-written commands -glamm- and 
-cfa-. With the former, you could also model the factors in a structural 
model.

HTH,
John.

____________________________________________________

Prof. John Antonakis, Associate Dean 
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
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On 12.04.2010 14:46, Divya Parmar wrote:
> Is there a possibility to conduct longitudinal principle components 
> analysis using STATA. The command pca doesn't have the option to 
> cluster repeated observations.
> I am working on panel data (6 years) and want to create a wealth index 
> for the households using PCA.
> Would appreciate any help.
> Thank you
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