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st: RE: PCA and panel data


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: PCA and panel data
Date   Fri, 9 Jan 2009 17:41:19 -0000

Please send plain text emails only to the list. (This posting arrived
swatched in e-gunk.) 

These days, almost everyone wants to stress that PCA and factor analysis
are related but disjoint, although the perspective is different. For PCA
enthusiasts, factor analysis is a bizarre variant on PCA. For factor
analysis enthusiasts, PCA is an uninteresting limiting or special case
of factor analysis. 

Setting aside this confusion, the direct answer to your question can
only be a guess. But my guess is that despite what you say, you do not
have  complete observations on the variables concerned. So, look again
at your data. 

Among other tools, -nmissing- from the SJ files gives a concise report
on missing values.  

Nick 
[email protected] 

[email protected]

I am trying to conduct a factor analysis on panel data. However, the pca
only seems to run for a 1/4 of the total number of observations in my
dataset. I have done ipolate to account for missing data and all
obervations are standardised. What I am doing wrong?

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