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From |
"Stas Kolenikov" <[email protected]> |

To |
[email protected] |

Subject |
Re: st: How can I get a rotated version of principal components in eigenvalue normalisation? |

Date |
Fri, 22 Aug 2008 09:40:38 -0500 |

A brute force solution: go to return values (type -ereturn list-), identify what the vector of eigenvalues is (it's -e(Ev)- in Stata 10), and then manually scale the scores: pca <your variables here> local k = <number of scores you want to use> predict score1 - score`k' mat lambda = e(Ev) forvalues i=1/`k' { replace score`i' = score`i'*sqrt(lambda[1,`i']) } I've no idea how that will go with rotation. I personally never had much trust in rotations, anyway... On Thu, Aug 21, 2008 at 3:32 PM, Thomas Lux <[email protected]> wrote: > Stata 9 displays principal components in unit normalisation, but one can diplay the principal components in eigenvalue normalisation by typing: estat loadings, cnorm(eigen) > But how can I get a rotated version of these principal components in eigenvalue normalisation? > -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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