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Re: Re: st: Principal Components Analysis


From   [email protected]
To   [email protected]
Subject   Re: Re: st: Principal Components Analysis
Date   Tue, 13 Jul 2004 18:17:32 -0500

Paul Karner <[email protected]> asked:

> Does anyone know whether or not STATA can calculate the shares of
> variation in a principal component attributable to its underlying
> variables, or, if STATA cannot do this directly, how to calculate these
> given STATA's output from the "score" command and/or the eigenvectors?

And Stas Kolenikov <[email protected]> provided an answer
involving computing the factor loadings from scratch:

> As far as I understand, those would be the squares of the factor loadings.
>
> . pca mpg wei leng
>
> <cut>
>
>Stata does not save them, so you need to think about ways around it using
>the spectral commands Stata has:
>
> <cut>

You can avoid recomputing the factor loadings.  Instead, you can
grab the factor loadings after -pca- or -factor- with

    matrix Ld = get(Ld)

Take a look at -help matget- for the other matrices available
after -pca- or -factor-.


Ken Higbee    [email protected]
StataCorp     1-800-STATAPC

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