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Re: st: pca and predict--confusion about what it does


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: pca and predict--confusion about what it does
Date   Sat, 20 Oct 2012 18:35:03 -0400

On Sat, Oct 20, 2012 at 3:17 PM, Israel Pearce <ra.frbsf@gmail.com> wrote:
> Thank you. I can't seem to find any options on Stata that do not scale
> the PC's to have mean 0. Do you know of an option that could allow for
> this or is it not a feature in Stata?

The location and scale of the set of principal components is
essentially arbitrary and hence fixed by convention. This isn't all
that strange, given that the location of residuals in a regression are
missing. PCA and factor analysis are bilinear regression models that
make somewhat different assumptions but have the same identification
issues.
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