PCA- Distribution of the Components

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PCA- Distribution of the Components

Postby mbeckr18 » Tue Sep 25, 2018 7:09 am


I have estimated a principal component analysis (PCA) with VARIMAX rotation. Now I want to imitate the results (in Gauss) using Bayesian methods. However, to compare the results of Baysian Factor Analysis and the PCA, I need to know what assumptions eviews is making about the distribution of the components. I would be very happy if someone could help me with this question.

Thank you :)

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