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Re: st: longitudinal principal components analysis


From   John Antonakis <john.antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: longitudinal principal components analysis
Date   Mon, 12 Apr 2010 15:00:24 +0200

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
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland

Tel ++41 (0)21 692-3438
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Faculty page:
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Personal page:
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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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