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.
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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