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st: how to manually calculate eigenvalue of principal components in STATA


From   Mash Hamid <MXH191@bham.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: how to manually calculate eigenvalue of principal components in STATA
Date   Sun, 26 May 2013 08:55:22 +0000

Hi,

I'm having difficulty computing eigenvalue of principal components (not principal component factors) by hand. I know how to calculate the eigenvalues of each principal component factors. Suppose I have 6 variables in component 1 and the out put looks like:


Component |   Eigenvalue   Difference         Proportion   Cumulative
    -------------+------------------------------------------------------------
    Comp1 |      1.70622      .303339             0.2844       0.2844
    Comp2 |      1.40288      .494225             0.2338       0.5182
    Comp3 |      .908652      .185673             0.1514       0.6696
    Comp4 |      .722979     .0560588             0.1205       0.7901
    Comp5 |       .66692      .074563             0.1112       0.9013
    Comp6 |      .592357            .             0.0987       1.0000
    --------------------------------------------------------------------------

Principal components (eigenvectors)

 ---------------------------------------------------------------------------
 Variable |    Comp1     Comp2     Comp3     Comp4     Comp5     Comp6 |
 ---------+------------------------------------------------------------+
 bt1      |   0.2741    0.5302   -0.2712   -0.7468   -0.0104   -0.1111 |
 bt2      |  -0.3713    0.4428   -0.4974    0.2800    0.2996    0.5005 |
 bt3      |  -0.4077    0.4834    0.0656    0.2466   -0.5649   -0.4646 |
 bt4      |  -0.3766    0.2748    0.7266   -0.2213    0.4504    0.0538 |
 bt5      |   0.4776    0.3345    0.3829    0.1950   -0.3942    0.5657 |
 bt6      |   0.5009    0.3192    0.0144    0.4647    0.4824   -0.4453 |

    ---------------------------------------------------------------------------



how do I calculate the eigenvalue using the info above in STATA by using display?


Many thanks


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