Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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

From   "JVerkuilen (Gmail)" <>
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 <> 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
*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index