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Re: st: Principal component analysis

From   "Clive Nicholas" <>
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

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
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