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Re: st: Principal component analysis


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Principal component analysis
Date   Mon, 2 Jan 2006 02:42:26 -0000 (GMT)

Boubacar-Sid wrote:

> Does anybody how to interpret the results of the "principal component
> analysis" obtained by typing the command line:
> pca varlist [if] [in] [weight] [,options]. I haven't found any in the
> manual.

You're right that -whelp pca- doesn't give examples of these options, but
I think they're pretty self-explanatory if you've used these options using
other Stata commands.

Much of this relies on common sense, anyway. For example, if you were to run

. sysuse auto
. pca headroom trunk weight length turn displacement gear_ratio
. pca headroom trunk weight length turn displacement gear_ratio if mpg>=15
  [aw=weight]

you would find there isn't much difference in the eigenvalues or, indeed,
in the 'loadings' on the PCs.

As for the options, look at -whelp pca-, which also provides a hypertext
link to -pca postestimation-, which allows you to do neat things like
generate factor scores and suchlike.

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps

Whereever you go and whatever you do, just remember this. No matter how
many like you, admire you, love you or adore you, the number of people
turning upto your funeral will be largely determined by local weather
conditions.

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