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st: creating a foreach loop for principal components


From   Dmitriy Glumov <glumovdm@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: creating a foreach loop for principal components
Date   Fri, 2 Sep 2011 14:09:30 -0400

Dear Statalist Users,

I am working on principal components and have run into a problem
creating a loop. I have about 300 observations and each one needs to
undergo a 3 step process: 1) Creating principal components WITHOUT the
respective observation (principal components function itself is very
simple, but I struggle to create a loop for it), 2) Predicting first 5
components (this step doesn't change, but component values themselves
are dependent on step 1), and 3) Regressing the respective variable
onto the components.

To illustrate, the process for variable 1 would look something like this:
pca var2-var300
predict pc1-pc5
regress var1 pc1-pc5

For variable 2, it would be this:

pca var1 var3-var300
predict pc1-pc5
regress var2 pc1-pc5

For variable 3,

pca var1-var2 var4-var300
predict pc1-pc5
regress var3 pc1-pc5

and, so on for the remaining variables. It is certainly doable by
hand, but the process is very time-consuming. I am sure there is a way
to create a foreach loop but I just can't figure out how. So if you
can help me with this, it would be greatly appreciated. Thank you for
your consideration.

Regards,
Dmitri
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