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st: RE: generating new var using principal components eigen


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: generating new var using principal components eigen
Date   Sun, 11 Jan 2009 16:45:10 -0000

What statistical or scientific meaning would this beast possess? 

Nick 
[email protected] 

Allison Milner (edited) 

I am trying to create a single var_simple composed of the sum of var*pc1
(pc1 is the score of component one of a principal components analysis).
I have tried a simple formula where var_simple= pc1*var1+ pc1*var2
etc... but thought there must be a quicker way to compute this that I am
unaware of. Also, in the first example, I obtained a number of negative
values (some of the var's had a negative score for pc1) and I was
wanting to transform them into positive values in simple_var. Any help
would be greatly appreciated. Thanks for your attention to what is no
doubt a simple problem!

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