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, **statalist.org** is already up and running.

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

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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: how to manually calculate eigenvalue of principal components in STATA***From:*Nick Cox <njcoxstata@gmail.com>

- Prev by Date:
**st: Merging tables in outreg?** - Next by Date:
**Re: st: how to manually calculate eigenvalue of principal components in STATA** - Previous by thread:
**st: Merging tables in outreg?** - Next by thread:
**Re: st: how to manually calculate eigenvalue of principal components in STATA** - Index(es):