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st: PCA with Missing Values (or other factor analysis)


From   Nick Eubank <nickeubank@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: PCA with Missing Values (or other factor analysis)
Date   Sat, 2 Jul 2011 21:13:25 -0700

Hello All,

I'm trying to do a PCA on legislator votes (1 or 0), where different
legislators have overlapping but distinct terms. In other words,
legislator A is in office periods 1 and 2, legislator B is in office 2
and 3, so A has no votes in period 3 and B has no votes in period A. I
want to map their "ideal points" (i.e. pca predicted value from votes)
into the same space. But PCA obviously dislikes missing values.

Suggestion? I'm really open to any factor analysis algorithm.

Thanks!

Nick



-- 
PhD Student, Political Economics
Stanford University GSB
nickeubank@gmail.com
Cell: +1 (303) 918.6528
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