question on how saved component scores are computed

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rel123
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Joined: Sun Oct 07, 2018 2:40 am

question on how saved component scores are computed

Postby rel123 » Mon Oct 08, 2018 10:26 am

Hi there. I am using EVIews 10 and am just learning how to do PCA. After performing PCA, i clicked Proc/Make Principal Components... to save the component scores. My understanding is that component scores are computed by summing the product of the original data and the eigenvectors (loadings). However, if I do this in excel, the values I am getting is different from the component scores saved in EViews. May I know how the EViews component scores are computed? Thanks.

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