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st: longitudinal principal components analysis

From   Divya Parmar <>
Subject   st: longitudinal principal components analysis
Date   Mon, 12 Apr 2010 14:46:04 +0200

Is there a possibility to conduct longitudinal principle components analysis using STATA. The command pca doesn't have the option to cluster repeated observations. I am working on panel data (6 years) and want to create a wealth index for the households using PCA.
Would appreciate any help.
Thank you
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