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st: RE: Principal Component Analysis accounting for clustering


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Principal Component Analysis accounting for clustering
Date   Tue, 19 Jun 2012 18:41:04 +0100

Yes; that's wrong. 

First, -pca- has no -cluster()- option. It's not clear why you thought there was one. 

Second, what would "accounting for clustering" look like? In PCA, at least as handled in Stata, there is no question of estimation or error structure as the PCA is just a mathematical transformation of the data. 

You may have in mind some flavour of factor analysis, and it may be that -sem- offers more of what you want. 

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

Armen Martirosyan

i am doing Principal Component Analysis (PCA) but would like to also 
account for clustering. So when i write the following syntax 

pca var 1 var 2 var 3 var n, cluster (cluster variable) i am getting 
"option cluster not allowed". am i doing something wrong or it is just 
impossible to account for clustering in PCA?

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