Hi,
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
PCA- Distribution of the Components
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