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st: Principal component analysis with panel data

From   bolezy <>
Subject   st: Principal component analysis with panel data
Date   Wed, 5 Jun 2013 08:43:24 -0700 (PDT)

I am trying to reduce an index containing around 40 variables to one
containing 4 or 5 principal components. However the data is in a panel
format with a much larger N than T. I was essentially wondering how to do
this in stata or is it done automatically with the –pca command??

Many thanks


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