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by nienkelangen1992
Mon May 23, 2016 5:40 am
Forum: Estimation
Topic: Obtaining weights with Principal component analysis
Replies: 4
Views: 2101

Obtaining weights with Principal component analysis

Hi all, I am working with panel data (t=12, N=13) in order to obtain an index. There are 13 indicators that I want to include in this index. I divided these 13 indicators into 3 main subcategories based on economic theory. Now I want to perform PCA in order to test if I divided the indicators correc...

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