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st: Help with Principal Components


From   Jorge Paez <[email protected]>
To   [email protected]
Subject   st: Help with Principal Components
Date   Mon, 11 Feb 2008 15:27:08 -0800 (PST)

Hi,

I am using principal components to make an index
comprising 8 different variables (I am basically using
the first principal component as my index). 
I have a two-part question. 

1. How do I obtain the weights assigned to each
variable? 

2. How do I obtain the standard errors of the
predicted values after using -factor, pcf- ?

Best regards,




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